bivariate Poisson family - #50

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marius-oetting wants to merge 195 commits into

develfrom

Commits on Apr 26, 2017

Merge pull request #36 from boost-R/devel
hofnerb
authored
3602b02
revert unwanted changes in README
hofnerb
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c88eaa0
Updated DESCIPTION
hofnerb
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9e42384
Updated references and really refer to Thomas et al in the manuals
hofnerb
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87dc35a
cosmetics
hofnerb
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6ab3cc0
risk(, merge = TRUE) did not correct for new offset risk. Fixes #37
hofnerb
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abf7652
Updated readme
hofnerb
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e29d8d1
package now requires mboost >= 2.8-0
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8ef6fb1
cosmetics
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c2db923
Updated NEWS.Rd
hofnerb
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814c60d

Commits on Apr 27, 2017

adapt mboostLSS_fit() such that it works with FDboost to get FDboostLSS
sbrockhaus
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a16eb63

Commits on Apr 28, 2017

give more details in manual
sbrockhaus
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cac3809
give more details in manual
sbrockhaus
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9c8cc8a
Fixes typo
hofnerb
authored
1f66eba
make sure the repository is set
hofnerb
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3084a39
Add reverse dependency checks
hofnerb
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90cede6
Update Readme
hofnerb
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ccb833f
Started fixing stabsel (see <FIXME> for open issues)
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d7a21ad
More tests
hofnerb
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f78a0aa
Updated tests
hofnerb
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b66755c

Commits on May 2, 2017

solve conflict in manual
sbrockhaus
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bc826ea
fix selected and adapt tests
ja-thomas
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1e606c7
argument timeformula into dots, check_timeformula into helpers
sbrockhaus
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6243369
new argument allow_matrix = FALSE in check_y_family() to allow for matrix response
sbrockhaus
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fe83199
Merge pull request #41 from boost-R/fix_selected
hofnerb
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57117da
fix summary. closes #43.
hofnerb
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cf6ae9c
check results of stabsel
hofnerb
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88449e3
fix computation of offset
sbrockhaus
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e04a6c4
Merge remote-tracking branch 'upstream/master'
sbrockhaus
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d1dbb32

Commits on May 3, 2017

fix stabsel plot
ja-thomas
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fa8bcd3
add additional test
ja-thomas
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71ad6e9
Update regtest-noncyclic_fitting.R
ja-thomas
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ecc63ed
Update mboostLSS.R
ja-thomas
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36aee6e
use fitted.mboost() as fitted.FDboost() returns matrix
sbrockhaus
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95c79f2
Merge pull request #44 from boost-R/fix_stabsel_plot
hofnerb
authored
658599c
Updated SOPs for CRAN upload regarding vignette
hofnerb
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2599aed

Commits on May 4, 2017

report in NEWS that mboostLSS_fit() is adapted for FDboostLSS()
sbrockhaus
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ef96def
Merge remote-tracking branch 'upstream/master'
sbrockhaus
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8333592

Commits on May 5, 2017

Merge pull request #38 from sbrockhaus/master
hofnerb
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2de0e6c
Updated reference to Thomas et al (2017). Closes #45
hofnerb
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b259544
Updated maintainer's email address
hofnerb
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8c0d475
Also update inst/CITATION
hofnerb
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8b70010
Updated check results
hofnerb
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54dbcd9
Updated release SOPs to reflect new repository structure
hofnerb
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d903d34
Release gamboostLSS 2.0-0
hofnerb
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95b48b9

Commits on May 17, 2017

export various plot functions and cvrisk (see #46)
hofnerb
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8750ae0
streamlined interfaces of cvrisk
hofnerb
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7f0b37c
updated cvrisk manual (closes #46)
hofnerb
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c962e3b
Updated further manuals regarding various classes of results
hofnerb
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3449299
Update DESCRIPTION
hofnerb
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70a30c4
Update reference for non-cyclic boosting (closes #47)
hofnerb
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6d385df
README
hofnerb
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780e8ab
fix citation
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13e9b2d

Commits on Dec 1, 2017

export predict.mboostLSS
hofnerb
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09af4f0
Merge branch 'master' of https://github.com/boost-R/gamboostLSS
hofnerb
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6af980e

Commits on Dec 4, 2017

fix merge conflict
hofnerb
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00145b6

Commits on Jun 14, 2018

Updated Thomas et al to final reference. Closes #47 once more.
hofnerb
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a462d46
Update .Rout.save
hofnerb
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1cb93d2
Release gamboostLSS 2.0-1
hofnerb
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120fef6

Commits on Jun 22, 2018

Commits on Mar 17, 2019

Fix stabsel.mboostLSS for models fitted with FDboostLSS. Closes #51
sbrockhaus
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4989474

Commits on Apr 5, 2019

Bugfix. Closes #55
mayrandy
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ad864dd
Fixing Family problem, closes #53
mayrandy
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bbe656b

Commits on Jan 19, 2021

Updated hyperlink to https
hofnerb
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db087e7
Fixed CRAN checks
hofnerb
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dcd6462
Replaced DOI references with \doi
hofnerb
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14dddb7
Release gamboostLSS 2.0-2
hofnerb
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3a70423

Commits on Jan 20, 2021

Release gamboostLSS 2.0-3
hofnerb
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dff2d2c
Relase gamboostLSS 2.0-4
hofnerb
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753f22d
Release gamboostLSS 2.0-5
hofnerb
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7792951

Commits on Jul 16, 2021

fix issue of oobag risk in non-cyclical fitting
mayrandy
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7c75689
Update mboostLSS.R
mayrandy
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a898c97

Commits on Jul 23, 2021

Try again...
mayrandy
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d3225c4

Commits on May 3, 2022

Update cvrisk.R
hofnerb
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6cf9cb8
Update cvrisk.nc_mboostLSS.R
hofnerb
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276770e

Commits on May 5, 2022

Release gamboostLSS 2.0-6
hofnerb
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4084658

Commits on Mar 9, 2023

Release version 2.0-7
hofnerb
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1dc1ee7

Commits on May 12, 2023

extend warning for censored families
mayrandy
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b085c81

Commits on Oct 6, 2023

fix typo in Error message
mayrandy
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28d9008

Commits on Oct 17, 2023

fix error message
mayrandy
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c1a6350

Commits on Jan 6, 2025

fixed minor issue in stabsel manual
hofnerb
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6d67d4f

Commits on Feb 14, 2025

implement Dirichlet family

micbalz
authored and
hofnerb
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8b409f8
delete

micbalz
authored and
hofnerb
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c742077
fix typos

micbalz
authored and
hofnerb
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e556174
run R checks, update documentation, remove notes

micbalz
authored and
hofnerb
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7be3337
adjust families, add comments, add tests

micbalz
authored and
hofnerb
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6c84ccf
fix notes in checks

micbalz
authored and
hofnerb
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440eb02
fix errors

micbalz
authored and
hofnerb
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0763004
Remove testthat from suggests as it is not needed.
hofnerb
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252b898

Commits on Feb 24, 2025

Release version 2.1-0
hofnerb
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9021dc3

Commits on Jan 26, 2026

clean code file by removing unecessary lines
hofnerb
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d9bf4db
Cleaned manuals
hofnerb
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2486fe8
Updated tests by making code conditional on availability of suggested packages
hofnerb
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1c45070
Added \VignetteDepends to the vignette and removed hidden installation of packages
hofnerb
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2aadbd4
fixed URLs as required by CRAN check
hofnerb
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0657da9
make package dependent on gamlss.dist
hofnerb
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4f34327
Release package 2.2-0
hofnerb
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6b75ac9

Commits on May 29, 2026

feat(copula_families): add get_marginal_type and get_marginal_case
Bjarne Herbst
committed
5cd36f3
test: add tests for get_marginal_type and get_marginal_case
Bjarne Herbst
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b5b168b
chore: add *.Rproj to .gitignore
Bjarne Herbst
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0dea72c

Commits on Jun 1, 2026

feat(copula_families): add get_marginal_cdf, get_marginal_logpdf helpers and continuous_continuous_loglik function
Bjarne Herbst
committed
b2e6e7a

Commits on Jun 2, 2026

feat(copula): add gaussian copula kernel and get_copula helper
Bjarne Herbst
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289614e
test(copula): add test for continuous_continuous_loglik for special case theta=0
Bjarne Herbst
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36c765a

Commits on Jun 3, 2026

fix(copula): correct analytical gradient formula for dlogc/dtheta for Gaussian copula
Bjarne Herbst
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a2dbb8a
test: add tests to check analytical gradients for Gaussian copula against their numerical gradients
Bjarne Herbst
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4c7ac87

Commits on Jun 4, 2026

feat(copula_families): add discrete distributions to get_marginal_cdf and get_marginal_logpdf
Bjarne Herbst
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ca11001

Commits on Jun 5, 2026

fix(copula_families): correct cdf and logpdf for gamma and negative binomial
Bjarne Herbst
committed
e53929a

Commits on Jun 8, 2026

feat(copula_families): add first logic of CopulaFamilies() constructor - input handling and dynamic loss functions
Bjarne Herbst
committed
d945ce6

Commits on Jun 9, 2026

feat(copula_families): add offset for marginal subfamilies, ngradient-placeholder for all subfamilies and offset_theta and return combined families-object
Bjarne Herbst
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3a8a67f

Commits on Jun 10, 2026

chore: add mvtnorm to imports in DESCRIPTION
Bjarne Herbst
committed
a6cecec
feat(copula): add pcopula to .copula_gaussian
Bjarne Herbst
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cd9e8f4
feat(copula_families): add discrete_discrete_loglik
Bjarne Herbst
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63320aa
test(copula): add test for discrete_discrete_loglik
Bjarne Herbst
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aabdab6

Commits on Jun 11, 2026

test(copula): add joint loglik gradient test for bivariate continuous and reference value test for bivariate discrete case
Bjarne Herbst
committed
f88b750

Commits on Jun 16, 2026

feat(copula): add conditional cdf, response and name to gaussian copula
Bjarne Herbst
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ad7a7fe
feat(copula_families): add binary marginal cdf and binary-continuous/continuous-binary loglik
Bjarne Herbst
committed
c827dc8
test(copula): add gradient test for h-function against numerical derivative of pcopula
Bjarne Herbst
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9611d00
feat(families): add BernoulliLSS
Bjarne Herbst
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d157b9a

Commits on Jun 17, 2026

fix(familiies): fix BernoulliLSS constructor args
Bjarne Herbst
committed
0f1257a
feat(copula_families): add Bernoulli cdf and type detection
Bjarne Herbst
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374ee16
test(copula): add binary_continuous independence and reference value test
Bjarne Herbst
committed
0ed7863
chore: add .DS_Store to gitignore
Bjarne Herbst
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d2362ce

Commits on Jun 18, 2026

test(copula): add parameter construction test of CopulaFamilies for all marginal cases
Bjarne Herbst
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aff67f3

Commits on Jun 22, 2026

feat(copula): add copula specifications for clayton copula
Bjarne Herbst
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7a61afe
test(copula): add tests for consistency of clayton copula
Bjarne Herbst
committed
f1f563f

Commits on Jun 23, 2026

feat(copula): add Gumbel copula specifications
Bjarne Herbst
committed
acc57c2
test(copula): add tests for consistency for gumbel copula and mixed derivative tests for all copulas
Bjarne Herbst
committed
d9f790d

Commits on Jun 24, 2026

feat(copula): add Frank copula specifications
Bjarne Herbst
committed
707a152
test(copula): add tests for consistency for Frank copula
Bjarne Herbst
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f40833e

Commits on Jun 25, 2026

test(copula): add integration test for copula families in CopulaFamilies and add a test for the input of get_copula
Bjarne Herbst
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4a4040f

Commits on Jun 29, 2026

feat(copula): add inner derivative for gaussian copula link
Bjarne Herbst
committed
6c0e897
fix(copula_families): change placeholder for copula response in CopulaFamilies
Bjarne Herbst
committed
8a29244
chore: add numDeriv to Imports in DESCRIPTION
Bjarne Herbst
committed
6e42106
test(copula): validate ngradient_theta against numDeriv for gaussian copula
Bjarne Herbst
committed
5c85600

Commits on Jun 30, 2026

feat(copula): add dlogdcopula_theta and dresponse for clayton copula
Bjarne Herbst
committed
3e626e1
test(copula): validate ngradient_theta against numDeriv for clayton copula
Bjarne Herbst
committed
2db5a61

Commits on Jul 1, 2026

feat(copula): add dlogdcopula_u1 for clayton copula
Bjarne Herbst
committed
a885513
feat(copula_families): add get_marginal_dcdf helper
Bjarne Herbst
committed
5b4561e
test(copula): validate get_marginal_dcdf against numerical derivative and check fallback
Bjarne Herbst
committed
1372f04

Commits on Jul 2, 2026

feat(copula_families): implement ngradient for marginal subfamilies containing a copula correction term
Bjarne Herbst
committed
ccc86ba
test(copula): test marginal param gradients against numDeriv
Bjarne Herbst
committed
1d8e6b0

Commits on Jul 3, 2026

feat(copula_families): use current_theta in loss_p and initialize offset_theta
Bjarne Herbst
committed
24543c9
test(copula): add test for all ngradient initializations
Bjarne Herbst
committed
8e777a2

Commits on Jul 6, 2026

feat(copula): add dlogdcopula_u1, dlogdcopula_theta and dresponse for Gumbel copula
Bjarne Herbst
committed
c18d194
fix(copula_families): compute marginal ngradient via finite differences on get_marginal_logpdf
Bjarne Herbst
committed
154eee5
test(copula): add gradient checks for Gumbel and fix ngradient validation
Bjarne Herbst
committed
afb19d0

Commits on Jul 7, 2026

feat(copula): add dlogdcopula_u1, dlogdcopula_theta and dresponse for Frank copula
Bjarne Herbst
committed
86f0960
test(copula): add pointwise gradient checks for Frank copula
Bjarne Herbst
committed
07ef158

Commits on Jul 8, 2026

test(copula): add ngradient_theta check for Frank copula
Bjarne Herbst
committed
4c28d08

Commits on Jul 9, 2026

fix(copula_families): add helper inside CopulaFamilies that syncs closure states with fitted values injected by mboostLSS_fit;
Bjarne Herbst
committed
4375d81

Commits on Jul 13, 2026

feat(copula): add individual theta offset
Bjarne Herbst
committed
8fea359
feat(copula_families): use individual copula theta offset for offset_theta
Bjarne Herbst
committed
c52bb38
test(copula): add theta offset checks, negative-theta point check for Frank and end-to-end fit check
Bjarne Herbst
committed
441fb09

Commits on Jul 14, 2026

fix(copula_families): swap PIT argmuments in marginal2 ngradient and use update_current_params for theta ngradient
Bjarne Herbst
committed
6c77bba
test(copula): add numDeriv test for second marginal ngradients
Bjarne Herbst
committed
16502c5

Commits on Jul 16, 2026

feat(copula): add slots for Kendall's tau conversion
Bjarne Herbst
committed
a220f05
test(copula): add tests for Kendall's tau conversion
Bjarne Herbst
committed
8d9266a

Commits on Jul 17, 2026

feat(copula_families): initialise theta from Kendalls tau in offset_theta
Bjarne Herbst
committed
382db8f
test(copula): adapt theta_offset test to Kendalls tau conversion and check fallbacks for negative dependence in Clayton and Gumbel
Bjarne Herbst
committed
2fc8929

Commits on Jul 20, 2026

test(copula): cvrisk test with equal mstop grid
Bjarne Herbst
committed
177721a

Commits on Jul 21, 2026

refactor(copula_families): vectorized dresponse finite differences in ngradient_p
Bjarne Herbst
committed
0fd58c3
test(copula): add checks for vectorized dresponse
Bjarne Herbst
committed
024bee4

Commits on Jul 22, 2026

fix(copula_families): fix get_marginal_dcdf bug for non-Gaussian marginals
Bjarne Herbst
committed
25f9cac
test(copula): add param vector and end-to-end check for get_marginal_dcdf
Bjarne Herbst
committed
7cab1de

Commits on Jul 23, 2026

test(copula): refactor test for selection and application of cvrisk mstop end-to-end
Bjarne Herbst
committed
0898004

Commits on Jul 27, 2026

fix(tests/regtest-copula): correct unexported BernoulliLSS() calls with gamboostLSS:::
Bjarne Herbst
committed
5ff9557
feat(cvrisk): add make_mstop_grid helper to make multi-parameter fit more efficient
Bjarne Herbst
committed
b9a5aec
chore(package): add missing importFrom("stats,...) entries to NAMESPACE
Bjarne Herbst
committed
3100e15
chore(package): move numDeriv to Suggests
Bjarne Herbst
committed
1290c00
fix(copula_families): make the marginal family names in summary() output clear
Bjarne Herbst
committed
19cddfa
test(copula): check mboostLSS methods on a CopulaFamilies fit
Bjarne Herbst
committed
d3015bb

Commits on Jul 28, 2026

fix(copula): vectorize Gaussian pcopula theta argument
Bjarne Herbst
committed
6b04863
fix(copula_families): add missing Bernoulli cases to get_marginal_logpdf
Bjarne Herbst
committed
82a5e7b
test(copula): add gradient and method checks for all marginal cases
Bjarne Herbst
committed
2bb1d40

Commits on Jul 29, 2026

refactor(cvrisk): rename make_mstop_grid to make_copula_grid
Bjarne Herbst
committed
62a6121
feat(package): export CopulaFamilies, BernoulliLSS and make_copula_grid
Bjarne Herbst
committed
b77a540
docs(copula): add man page for CopulaFamilies
Bjarne Herbst
committed
b4a9947
docs(families, cvrisk): document BernoulliLSS and make_copula_grid
Bjarne Herbst
committed
26f6cb5
test(copula): check exported API and use new helper (make_copula_grid) in cvrisk test
Bjarne Herbst
committed
8d74140

Commits on Jul 30, 2026

feat(copula_families): add copula_tau() to convert fitted theta to Kendall's tau
Bjarne Herbst
committed
32f1efc
feat(package): export copula_tau
Bjarne Herbst
committed
974db31
docs(copula): document copula_tau in CopulaFamilies.Rd
Bjarne Herbst
committed
02a477c
test(copula): check copula_tau across copulas, newdata and error path
Bjarne Herbst
committed
a6059e7

Commits on Aug 3, 2026

feat(copula): clamp Gaussian and Frank link functions away from their boundaries
Bjarne Herbst
committed
e85eb08
fix(copula_families): clamp PIT values inside (0,1)
Bjarne Herbst
committed
8c70d03
test(copula): check link and PIT domains and the fit under strong dependence
Bjarne Herbst
committed
e27b51b

Commits on Aug 4, 2026

fix(copula_families): perturb the predictior instead of the parameter in ngradient_p
Bjarne Herbst
committed
6b6a000
test(copula): check if ngradient stays finite for a near-zero sigma value
Bjarne Herbst
committed
f4b6f29

Commits on Aug 6, 2026

chore: ignore Rplots.pdf and .RDataTmp
Bjarne Herbst
committed
951a322
docs(vignettes): add copula regression vignette and enable knitr for vignette building
Bjarne Herbst
committed
be0272a

Commits on Aug 13, 2026

docs(copula): add references and fix usage block in CopulaFamilies.Rd
Bjarne Herbst
committed
d12b9b1

Commits on Aug 19, 2026

test(copula): add variable selection check
Bjarne Herbst
committed
8a79f53

Commits on Aug 24, 2026

Merge pull request #65 from boost-R/feature/copula
AnnikaStr
authored
7f2d671