glmmTMB
gains a subset
argument (GH #1128, @strengejacke)
added a heterogeneous-variance AR1 (hetar1
) covariance structure (GH #1095) (experimental, still prints badly)
added the Bell distribution (bell()
) as in Castellares et al. 2018 doi:10.1016/j.apm.2017.12.014 (Hatice Tül Kübra Akdur)
added aggregated predictions with bias correction as in Kindt-Larsen, Glemerec, et al. 2023 doi:10.1098/rspb.2022.2570 and Thorson & Kristensen 2016 doi:10.1016/j.fishres.2015.11.016
likelihood profiling now works for models with mapped parameters
glmmTMB
no longer changes the order of terms in fixed-effect model matrices (GH #1122, @dongwenluo). Note that this bug fix will change the order of results (parameter vectors) in some cases.
vcov()
behaviour improved for models with mapped parameters, especially the case where parameters are set equal rather than fixed to starting values (e.g. map = list(beta = factor(c(1,1)))
) (GH #1120, @DrJerryTAO)
fixed newly introduced bug in Pearson residuals for zero-inflated models (GH #1101, @strengejacke)
fix bug in 'exotic' families (those such as truncated distributions using the internal make_family
helper function) that caused errors when calling effects::Effect()
(GH #1133, @strengejacke)
fixed bug blocking reduced-rank models with binomial response (GH #1151, @toddvogel1628)
fixed minor bug with confint
applied to models with random effects in the dispersion model
headline of print
and summary
output now labels the minimum of the objective function (correctly) as "-2*log(L)" rather than "deviance" (GH #1156, @ladin100)
added random effect structure propto to fit multivariate random effects proportional to a known variance-covariance matrix. This feature is EXPERIMENTAL; please post any problems at https://github.com/glmmTMB/glmmTMB/pull/1068. See vignette("covstruct")
added "nbinom12" family after Lindén and Mäntyniemi (2011)
random effects, including smooth terms with s()
, can now be included in the dispersion model. This feature is EXPERIMENTAL; please post any problems to the issues list
added "skewnormal" family (@psmorris) (EXPERIMENTAL: some manual adjustment of starting values may be required)
predict()
now offers type = "latent"
, which returns the values of the latent variables (with conditional standard deviations if se.fit = TRUE
)
now works with automatic parallelization based on the underlying TMBad autodiff library (specify parallel=list(..., autopar=TRUE)
in glmmTMBControl
or set options(glmmTMB.autopar = TRUE)
)
the name of the vector of fixed-effect parameters for the dispersion model has changed from betad
to betadisp
; code that specifies parameter values (e.g. as part of a start
argument or in newparams
for simulate_new
) may need to be adjusted. (For developers: There are similar name changes to other internal model components, e.g. Xd
becomes Xdisp
.)
fixed bug in simulate_new
for family = "beta_family"
simulation now works for models fitted with the (scaled) t distribution (GH #1024)
vcov
works better for cases where map
is used to fix sets of parameters equal to each other
fix printing bug for zero-inflation covariance matrices (SO 78393784)
up2date
now works for models with mapped parameters (GH #874)
ranef()
now works properly for reduced-rank models
Pearson residuals now work for models with non-trivial dispersion components (GH #1053)
bug fixes to get_cor()
, put_cor()
utility functions
mgcv
smooths with no unpenalized components (e.g. s(..., bs = "sos")
) now work
better calculation of df.residual
when REML=TRUE
(#1039)=
now imports random effect machinery from the reformulas
package rather than from lme4
the underlying parameterization of the dispersion for Gaussian models has changed from the variance to the standard deviation scale, with the following user-visible consequences:
results of fitting Gaussian models may change slightly, especially for unstable fits
stored model objects need to have their betadisp
parameters halved for consistency: use up2date(..., adjust_gauss_disp = TRUE)
parameter estimates for dispersion components will change, e.g. from fixef(.)$disp
or confint()
for models with dispersion components
any operations that directly handle dispersion parameters (e.g. offset
terms for dispersion models) should be specified on the SD rather than the variance scale
interpretation of the weights variable for binomial-type GL(M)Ms has changed. Previously, the weights argument was ignored for a vector- (rather than matrix-valued) numeric response, if all observations were either 0 or 1. Now the weights variable is multiplied by the resonse variable to compute the number of successes (consistently with stats::glm(., family = "binomial")
). (This change makes it easier to use weights to specify the number of trials per observation for simulate_new()
.)
simulate_new
gives useful warning and error messages about unrecognized parameter names and length mismatches (length mismatches previously gave only a warning)
lognormal-hurdle models now work (i.e., zero values can occur in the response if ziformula
is specified)
better checking for illegal (negative or non-integer) values in response variables
experimental support for priors: see ?priors
and vignette("priors", package = "glmmTMB")
predictions now work when weights
variables have attributes (GH #977)
"lognormal" family available (log-Normal, parameterized by the mean and standard deviation on the data scale)
an experimental implementation of penalized splines (and related smooth terms) is available, based on mgcv
. See the example using s
in ?glmmTMB
. Constructive feedback welcome at https://github.com/glmmTMB/glmmTMB/issues/928
population-level prediction with new data no longer requires that the variables involved in the random effects be explicitly specified as NA
(GH #923, Russ Lenth)
the simulate
method now works for models fitted with family=ordbetareg
(GH #942, Daniel Lüdecke)
deviance residuals are now available for some families (built-in families from base R (see ?family
) plus nbinom1
, nbinom2
); deviance residuals for other families may be implemented on request.
setting option(glmmTMB_openmp_debug=TRUE)
will produce debugging output about the number of OpenMP threads used
getME(., "b")
returns the vector of conditional modes (BLUPs, in the case of linear mixed models)
changes related to handling rank-deficient fits:
default value of rank_check
in glmmTMBControl
changed to "adjust" (i.e., rank-deficient columns of fixed-effect model matrices are automatically dropped, with a message, by default)
the include_mapped
argument of vcov
and confint
is changed to include_nonest
, controlling both mapped parameters and those dropped due to rank-deficiency, and is now TRUE
by default for vcov
model.matrix
now returns the fixed-effect model matrix actually used in fitting (including dropping columns for rank-deficiency)
glmmTMB
now accepts single-column matrices (e.g. as produced by scale
as response variables (GH #937, @santoshbs)
up2date()
adds a dispersion component to family objects where required, for compatibility when checking stored fits across R versions
fix bug in diagnose for Tweedie, other models with 'psi' parameter (@nalimilan, GH #135)
added a doOptim
argument to fitTMB
, to return the constructed TMB object without fitting the parameters
new (experimental) function simulate_new
, to simulate from a formula, list of parameters, and covariate data (rather than from a fitted object)
emmeans.glmmTMB
method adds two options for the component
argument: "response" and "cmean", corresponding to type = "response"
and type = "conditional"
in predict.glmmTMB
(Russ Lenth)
new covariance structure homdiag
(homogeneous diagonal; the existing diagonal covariance structure, diag
, assumes heterogeneous variances)
The emmeans
method for glmmTMB fits now returns infinite "df" (i.e., normal- rather than t-based CIs and tests) for non-Gaussian families, consistent with glm
and other packages (GH #893)
improve predict-handling of complex bases (GH #632, #845, #853)
all standard deviations are now printed in output for models using cs()
(GH #851)
corrected conditional and response predictions for truncated distributions (GH #634, #860, #873)
ranef()
now works correctly for families with extra parameters (Tweedie etc.) (GH #870)
glmmTMB has switched to using a different (newer, under active development) autodifferentiation library under the hood (from CppAD
to TMBad
). This is likely to lead to small changes in estimates, including tipping marginally stable computations to instability or vice versa (e.g. presence or absence of convergence warnings, positive-definite Hessian warnings, NaN
values of standard errors, etc.) You can revert to using the older autodiff engine by commenting out the line PKG_CPPFLAGS = -DTMBAD_FRAMEWORK
in src/Makevars
and reinstalling the package (make sure to delete .o/.so files from the src
directory first if installing from the package directory, as the Makefile doesn't recognize know that this change requires recompilation).
glmmTMB now warns if fixed-effect model matrices are rank deficient (i.e., perfectly collinear predictors); this warning can be suppressed by setting glmmTMBControl(rank_check="skip")
(rank_check = "stop"
will throw an error). If rank_check="adjust"
, glmmTMB will automatically drop appropriate columns from the model matrix (Daniel B. Stouffer)
the vector of "extra" family parameters (Tweedie power, Student-t df, etc.) has been renamed from "thetaf" to "psi"; start
and map
arguments that set this parameter will need to be changed. Users will need to run up2date()
when loading stored model objects from previous versions of the package.
predict
now warns if extra (ignored) arguments are provided in ...
Student-t response distribution is now implemented (see t_family
)
ordered beta regression as in Kubinec (2022), for proportion data containing exact 0 and 1 values, is now implemented (ordbeta
)
glmmTMBControl
now has a conv_check
argument that allows suppressing convergence warnings (the intended use is when these warnings are irrelevant, e.g. when running small examples for testing purposes)
row names of confint
output for random effects parameters have changed (new format is Std.Dev
. (term) | (grouping variable) for standard deviations, Cor
. (term1) . (term2) | (grouping variable) for correlations)
predict(., "zprob")
now returns 0 and predict(., "zlink")
returns -Inf
for all observations for models without zero-inflation (GH #798, Brenton Wiernik) [was previously supposed to throw an error, but incorrectly returned conditional values]
bug fixes and other improvements for diagnose
(inverted Z-score; now handles models without random effects)
confint
now works for models with more than one random effect
confint
works better (although not completely) for models with mapped parameters
now provides Pearson residuals for zero-inflated and variable-dispersion models (Brenton Wiernik)
minor improvements in diagnose()
offset variables with attributes now work properly (previously threw an error; now stripped before being passed to TMB)
emmeans
methods now work when component
is non-default (GH #780, @rvlenth/@marosteg)
vcov(., full = TRUE)
is now named for models with multiple variance components
implemented working residuals (residuals(., type = "working")
; GH #776, @lionel68)
new option print_trivial
for the print
method for fixed effects (fixef
objects); contributed by @d-morrison
Double-bar notation ((x+y||g)
) is now translated to a diagonal-covariance term (diag(x+y|g)
) rather than being split into separate random effects terms as in lme4
. This should not change modeling results, but may change their presentation/ordering/etc.. (This is also a bug fix, as double-bar notation was not working in several previous versions.)
glmmTMB
now issues a warning when (1) $
is used within formulas or (2) the data
argument is not specified (the latter warning can be suppressed by specifying data=NULL
).
New (experimental) function up2date
for updating stored glmmTMB
fits that were created with an earlier version of TMB
than the one used when glmmTMB
was compiled to binary/installed from source
Utility functions dtruncnbinom1
, dtruncnbinom2
, dtruncpoisson
for k-truncated count distributions
This is an administrative release (minor revisions for CRAN).
resolved OpenMP thread-safety issues on Windows
resolved bug that caused Tweedie models to crash on Solaris
resolved problems with vignettes on Solaris (GH #721)
improved control of OpenMP threading for prediction, profiling etc.
reduced rank covariance for GLVMs implemented by M.McGillycuddy (see covstruct vignette for details)
diagnose
function to investigate potential causes of convergence problems
improved parallel processing (GH #620 #652)
truncated nbinom2 family now includes a variance
component
Anova
with type="III"
now handles component
argument correctly, more robust to trivial models
fixed a typo/omission in the type-3 Anova method that made zi Anova break in some conditions (GH #674)
fixed bugs/inconsistencies in handling of mapped parameters (GH #678)
confint
with parm="beta_"
or parm="theta_"
now work correctly with more complex models (e.g. including both zero inflation and random effects) (reported by @MKie45 on Stack Overflow)
confint
works for single-parameter models and those with a dispformula
(GH #622)
mapped (fixed) variables could give incorrect predictions (GH #644)
simulate
is more robust for truncated_nbinom1 and truncated_nbinom2 (GH #572)
"mapped" parameters (i.e., fixed by user rather than optimized) are now given variances/standard deviations of NA rather than 0 in vcov(., include_mapped=TRUE)
and by extension in summary
; hence Z-statistics and P-values will also be NA for these parameters
row ordering has changed in confint
output data frames (random effects parameters come last, matching the row/column order in vcov(., full=TRUE)
)
new fast
flag for predictions decreases memory use and computational time (only if newdata
, newparams
not specified); default in fitted()
method
improved robustness of beta-binomial fits (results of fitting such models may change slightly from previous versions)
consistent predictions between link and inverse-link (GH #696)
improved vignette titles
The emm_basis
method for glmmTMB
objects now accepts a user-specified covariance matrix (vcov.
argument)
fix documentation links for CRAN checks
the refit()
function is now re-exported (i.e., you no longer need to load lme4
to use it)
a modelparm.glmmTMB
method is now provided (so that multcomp::glht
should work out of the box with glmmTMB
objects)
new sparseX
argument to specify sparse fixed-effect model matrices for one or more components
summary
and model printing now work if control=glmmTMBControl(optimizer=optim)
is used (GH #589)
structured covariance models now work in zero-inflation components (GH #579)
documentation of formula for variance in beta family (GH #595)
updated for R-devel changes (R 4.0.0 will set stringsAsFactors=FALSE by default)
The 1.0.0 release does not introduce any major changes or incompatibilities, but signifies that glmmTMB is considered stable and reliable for general use.
NEW FEATURESnew map
argument to glmmTMB
allows for some parameter values to be fixed (see ?TMB::MakeADFun
for details)
new optimizer
and optArgs
arguments to glmmTMBControl
allow use of optimizers other than nlminb
predict
can make population-level predictions (i.e., setting all random effects to zero). See ?predict.glmmTMB
for details.
beta_family
now allows zero-inflation; new ziGamma
family (minor modification of stats::Gamma
) allows zero-inflation (i.e., Gamma-hurdle models)
vcov(., full=TRUE)
(and hence profiling) now work for models with dispformula=~0
Documentation fix: when family=genpois
, the index of dispersion is known as phi^2.
Anova
now respects the component
argument (GH #494, from @eds-slim)
predict
now works when contrasts are set on factors in original data (GH #439, from @cvoeten)
bootMer
now works with models with Bernoulli responses (even though simulate()
returns a two-column matrix in this case) (GH #529, @frousseu)
better support for emmeans
applied to zero-inflation or dispersion models (correct link functions) (Russ Lenth)
sigma(.)
now returns NA
for models with non-trivial dispersion models (i.e. models with more than one dispersion parameter) (raised by GH #533, from @marek-tph)
VarCorr
no longer prints residual variances for models with dispformula=~0
the model.matrix()
and terms()
methods for glmmTMB
objects have been slightly modified
ranef
now returns information about conditional variances (as attributes of the individual random effects terms) by default; this information can easily be retrieved by as.data.frame(ranef(.))
.
coef
method now available: as in lme4
, returns sum of fixed + random effects for each random-effects level. (Conditional variances for coef
not yet available.)
simulate works for models with genpois family
parametric bootstrapping should work, using bootMer
from the lme4
package as a front end.
models with multiple types of RE (e.g. ar1 and us) may have failed previously (GH #329)
predict
was not handling data-dependent predictors (e.g. poly
, spline
, scale
) correctly
profile
now works for models without random effects
The value returned from simulate
for binomial models is now a non-standard data frame where each element contains a two-column matrix (as in the base-R simulate
method for binomial GLMS).
REML is now an option (GH #352). It is typically only for Gaussian response variables, but can also be useful for some non-Gaussian response variables if used with caution (i.e. simulate a test case first).
Because family functions are now available for all families that have been implemented in the underlying TMB code, specifying the family
argument as a raw list (rather than as a family function, the name of a family function, or the output of such a function) is now deprecated.
likelihood profiles (via profile
) and likelihood profile confidence intervals (via confint(profile(.))
) can now be computed; confint(fitted,method="profile")
and confint(fitted,method="uniroot")
(find CIs by using a root-finding algorithm on the likelihood profile)
offsets are now allowed in the zero-inflation and dispersion formulas as well as in the main (conditional-mean) formula (if offset
is specified as a separate argument, it applies only to the conditional mean)
zero-truncated generalized Poisson family=truncated_genpois
zero-truncated Conway-Maxwell-Poisson family=truncated_compois
predict
now allows type
("link", "response", "conditional", "zprob", "zlink")
built-in betar()
family for Beta regression fixed (and name changed to beta_family()
) (GH #278)
fixed segfault in predict method when response is specified as two columns (GH #289)
fixed summary-printing bug when some random effects have covariance terms and others don't (GH #291)
fix bugs in binomial residuals and prediction (GH #307)
in predict.glmmTMB
, the zitype
argument has been rolled into the new type
argument: default prediction type is now "link" instead of "response", in order to match glm()
default
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