NEWS | R Documentation |

`q`

is forwarded to`qmlt`

by`predict.ctm`

now.`p`

is now`prob`

in`qmlt`

and thus`predict.ctm`

.Update citation.

Most Likely Transformations will be published in the Scandinavian Journal of Statistics.

Import package alabama.

`as.Surv(R(Surv(...)))`

returns`Surv(...)`

, useful for converting output by`simulate`

to`Surv`

objects.

Add

`subset`

argument to`update`

(for faster transformation trees and forests).Sum over score contributions with positive weight only when evaluating the gradient.

Having all response observations being interval-censored is allowed again (too heavy checking was in place).

Don't try to numerically check KKT conditions automatically.

Check for unused arguments in dots where necessary.

Make sure the score doesn't get too large (avoid division by near zero probabilities).

Improve

`survfit`

to compute non-parametric unconditional probabilities for obtaining starting values in the presence of censoring and truncation.

`logLik`

with`newdata`

argument ignored`parm`

and`weights`

arguments.`estfun`

now also has a`newdata`

argument.Correct axes labelling when plotting quantile functions.

make sure names are correct in

`coef(model, fixed = FALSE)`

.check if any exact or interval-censored response with non-zero weight exists before trying to fit the model.

make checks a little more robust against huge diffs under Windows.

Fix two bugs in computation of log-likelihood for possibly left-truncated responses such as

`Surv(start, time, status)`

.

Add augmented lagrangian minimization (

`auglag()`

from package alabama).Make optimiation procedure more general and adaptive, allow users to change defaults and even add their own optimiser.

fix bug when calling

`survfit`

for computing initial probabilities.add

`bysim`

argument to`simulate`

.make sure

`checkGrad`

is respected by`update`

.`predict`

computes`q`

with`K`

elements if not given (as`plot`

always did).

Make sure

`times`

are ordered before calling`survival::summary.survfit`

.

Introduce

`as.mlt`

generic.Introduce a

`coef`

slot in`ctm`

objects and a corresponding`coef<-`

and`coef`

method for setting and extracting coefficients to and from unfitted conditional transformation models.`predict`

,`simulate`

and`plot`

work on`ctm`

objects (with meaningful coefficients) now.

Some small improvements wrt run time and memory consumption.

Use

`theta = coef(object)`

as default starting parameters in`update()`

.`logLik`

has a new`newdata`

argument.`simulate`

has a new`q`

argument.

The mlt package was first published on CRAN.