NEWS

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nestfs 1.0.3 (2022-12-13)

• Report an error if the initial model contains all the available variables.

nestfs 1.0.2 (2022-05-09)

• Skip test on CRAN to avoid failure reported by R-devel with OpenBLAS.

nestfs 1.0.1 (2022-02-21)

• Remove test that will fail due changes in R-devel.

nestfs 1.0 (2019-09-21)

• Introduce the fs() and nested.fs() functions which adopt a new interface based on formulas
• Change the interface of nested.glm() to align to the new formula interface.
• Change default values for the max.iters (from 15 to 10) and min.llk.diff (from 0 to 2) options.
• Replace the parallel computation backend from the doParallel to the parallel package.
• Restructure the diabetes dataset to be a single data frame.
• Update and expand the example in the README file.
• Use markdown in the package documentation.
• Include tests in the package.

nestfs 0.9.2 (2019-05-02)

• Silence messages output by newer versions of the pROC package.

nestfs 0.9.1 (2018-12-16)

• Change maintainer email address.

nestfs 0.9 (2018-09-25)

• Use getfullname() if available also in summary.fs().
• Make nested.glm() accept a formula argument so that models with interaction terms can be specified. This also ensures that such models are fitted correctly in nested.forward.selection() after selection has been performed.
• Add the family field and assign a class to the object created by nested.glm().
• Add nested.performance() to compute the performance of cross-validated models as the area under the curve or the correlation coefficient.

nestfs 0.8.6 (2018-08-13)

• Document the default selection criterion.
• Correct the check for the verbose option in nested.forward.selection().
• Fix an error occurring in nested.forward.selection() when a categorical variable is selected.

nestfs 0.8.5 (2018-08-02)

• Make the univariate filter cope with non-matching names in filter.ignore.
• Parallelise the univariate filtering step.
• Add the verbose option to forward.selection().
• Return the coefficients of summary() instead of summary() itself from nested.glm().
• Swap family and folds in nested.glm() for consistency with other functions.
• Add tests for nested.glm().

nestfs 0.8.4 (2018-07-05)

• Close the parallel clusters at the end of the examples.
• Vectorize the computation of differences in log-likelihoods at iteration 1.
• First version on CRAN.

nestfs 0.8.3

• Rewrite the examples to satisfy the CRAN upload request.
• Decrease the minimum number of inner folds to 5.

nestfs 0.8.2

• Use family$dev.resids() to compute log-likelihoods.
• Fix forward.selection() when there's only one variable to choose from.
• Allow to specify variable names in the choose.from argument and not only indices.
• Allow more freedom in how the outcome variable can be specified for logistic regression.
• Rename parameters x.all, y.all and all.folds to x, y, and folds.
• Merge init.vars and init.model to make formulas a first class input type.
• Rework the diabetes dataset and save it in .rda format.
• Replace the doMC package with doParallel.
• Remove automatic registration of the parallel backend when attaching the package to pass checks on the R-devel win-builder machine.
• Add tests for forward.selection() and nested.forward.selection().

nestfs 0.8.1

• Sort the indices of the test observations within each fold.
• Reorder some arguments of forward.selection() according to importance.
• Improve the argument checks in forward.selection().
• Let the family argument also be one of the family functions.
• Add tests for argument checks.

nestfs 0.8

• Limit the variable names in the output to the length of the field.
• Clarify that the p-value from forward selection is a false discovery rate.
• Convert documentation to roxygen2 format.

nestfs 0.7.20160815

• Check that the indices in the folds don't exceed the size of the dataset.
• Make the init.model option work in more cases.

nestfs 0.7.20150729

• Check for missing values in the predictors and in the outcome variable.
• Return only the right-hand side of the formula in final.model from forward.selection().

nestfs 0.7

• First version of the package.