NEWS
logitr 1.1.2 (2024-07-24)
- Added
broom.helpers (>= 1.15.0)
and gtsummary (>= 2.0.0)
in DESCRIPTION to accord with an update in {gtsummary}.
logitr 1.1.1 (2023-09-29)
- Updated the
convergence.Rmd
vignette to not run any actual code using other packages to fix issue on CRAN where not all packages are available on all platforms. Now the results are hard-coded in place.
- Fixed bug in
makeObsID()
where table()
was sorting the results stored in reps
, which has to be manually undone. Fixes #50.
logitr 1.1.0 (2023-05-17)
- Modified
predict()
method to use the interval
and level
arguments of more standard predict()
methods.
- Added
ci()
function.
- Added
logit_probs()
function.
logitr 1.0.1 (2023-02-19)
- Fixed bug in
adjustFactorLevels()
where the levels_orig
object was being accidentally overwritten.
- Changed the name of
adjustFactorLevels()
to checkFactorLevels()
.
- Added a startup message when the package is loaded.
logitr 1.0.0 (2023-02-07)
- Added JSS article DOI throughout package documentation.
- Fixed bug #41 where the
predict()
method would error if factor levels were missing in newdata
.
logitr 0.8.0 (2022-10-03)
- Added
tidy()
, glance()
, and augment()
methods for use with the {broom} package.
- Added
model.matrix.logitr()
, terms.logitr()
, and model.frame.logitr()
methods for use with {broom.helpers}.
- Added new vignette comparing convergence issues in WTP space models with other similar packages.
- Added new vignette on summarizing results from estimated models.
logitr 0.7.2
- Checks were added to make the
panelID
and clusterUD
variables a sequentially increasing numeric vector and to stop the program if there are any repeated IDs in these variables.
- A patch was added to address a bug in the computation of clustered errors where the data in clusters of size 1 needed to be forced into a matrix with correct dimensions.
logitr 0.7.1
- A patch was added to make the
obsID
variable a sequentially increasing numeric vector (this was previously done but was accidentally removed in prior updates).
- A patch was added to pass the
modelSpace
variable along inside the vcov()
method.
logitr 0.7.0 (2022-06-16)
- A new vignette on benchmarking was added which tests the package speed against other similar packages.
- A new data set,
runtimes
, was included, which is exported from the colab notebook used for benchmarking here: https://colab.research.google.com/drive/1vYlBdJd4xCV43UwJ33XXpO3Ys8xWkuxx?usp=sharing
- Sobol draws are supported via a new
drawType
argument.
- A warning is displayed against using Halton draws after 5 random variables have been specified in a mixed logit model. Users are encouraged to switch to using Sobol draws and increasing the number of draws to at least 200.
- Changed the argument name
price
to scalePar
to be more general.
- Changed the argument name
randPrice
to randScale
to be more general.
- The
modelSpace
argument is no longer required for specifying a WTP space model as it is redundant. Including a scalePar
argument is enough to determine that it is a WTP space model.
logitr 0.6.1 (2022-06-12)
- Fixes error on some of the gradient tests from 0.6.0 release. The gradient tests were sensitive to the random starting parameters, so I modified how the starting parameters were set for the first iteration of a multistart loop such that they would be more consistent.
logitr 0.6.0 (2022-06-11)
- Added the
correlation
argument to include correlated heterogeneity.
- Added support for new mixed logit distributions: zero-censored normal
- Added new input checks for the
obsID
and outcome
arguments.
vcov.logitr()
method now returns object$vcov
if the user set vcov = TRUE
during estimation (avoids a redundant calculation of vcov
, which is more efficient).
- Added new datasets:
apolloModeChoiceData
, electricity
logitr 0.5.1
- Patched a bug in how standard errors were being computed when clustering. The source of the error was in re-scaling results post-estimation.
logitr 0.5.0 (2022-01-04)
- The multistart optimization loop is now parallelized.
- Exported the
fquantile()
function, which is a faster implementation of the stats::quantile()
function.
logitr 0.4.0 (2021-10-25)
Larger changes:
- A new
predict.logitr()
method was added for making probability and choice predictions from logitr class objects.
- The
predictProbs()
and predictChoices()
functions were depreciated.
- Added new
fitted.logitr()
and residuals.logitr()
methods.
- Added optional
predict
argument to the main logitr()
function which controls whether predicted probabilities, fitted.values, and residuals are included in the returned object. Default setting is TRUE.
- Changed the name of the coefficients vector in the returned object from "coef" to "coefficients" to be consistent with other packages.
- Changed the argument name from "choice" to "outcome" to be more general
Bugs:
- Fixed bug where the returned object contained the scaled data rather than the original, unscaled data
logitr 0.3.1
- Bug fix: Cast X object to matrix for single-parameter models
- Updated the logic for clustering with and without panel data
- Added the
se.logitr()
method.
- Added the
vcov
argument to the logitr()
function.
- Improved vignette on interaction models with individual-specific variable interactions.
logitr 0.3.0 (2021-08-13)
Breaking changes with v0.2.0:
- Several arguments were moved out of the previous
options
argument and are now passed directly as arguments to logitr()
. These include: numMultiStarts
, useAnalyticGrad
, scaleInputs
, startParBounds
, standardDraws
, numDraws
, startVals
. The options
argument is now only used for options to control the optimization handled by nloptr()
.
- Options for keeping all model outputs on a multistart were removed.
Summary of larger updates:
- Added support for panel data in the log-likelihood function and gradients.
- Several argument names in the
logitr()
function were changed to make them easier to understand: choiceName
became choice
, obsIDName
became obsID
, parNames
became pars
, priceName
became price
, weightsName
became weights
, clusterName
became cluster
. If used, old names will be passed to the new argument names and a warning will be displayed.
- The log-likelihood and gradient functions were overhauled to improve computational efficiency, resulting in substantially faster estimation for all models.
- The following new methods were introduced:
print.logitr()
, logLik.logitr()
, coef.summary.logitr()
, vcov.logitr()
, terms.logitr()
Summary of smaller updates:
- Improved
summary.logitr()
and coef.logitr()
methods for better printing, now using printCoefmat()
.
- Added input checks for
wtp()
and wtpCompare()
functions
- Fixed some errors in some of the documentation examples and removed the dontrun commands on all of them.
- Added the
altIDName
argument to predictChoices()
and predictProbs()
to preserve the row order of predictions for each alternative in each set of alternatives. Closes issue #13.
- Fixed bug in data encoding where random parameter names were not aligned with encoded data.
- Added input checks for all predict functions.
logitr 0.2.7
Added support for panel data in the log-likelihood function and gradients
logitr 0.2.6
Major changes were made to the gradient functions, which dramatically improved computational efficiency. MNL and MXL models in either preference or WTP spaces now use the faster implementation of the logit calculations.
logitr 0.2.5
This version was the first implementation of an alternative approach for computing the logit probabilities, which increased computational speed. Specifically, the formulation was to compute P = 1 / (1 + sum(exp(V - V_chosen)))
logitr 0.2.4
The vcov()
method was modified such that it computes the covariance post model estimation. Previously, the covariance matrix was being computed internally in the logitr()
function, and vcov()
just returned this value, which was computationally much slower.
logitr 0.2.3
Several breaking changes in this version.
- Several argument names were changed to make them easier to understand. These include:
choiceName
--> choice
, obsIDName
--> obsID
, parNames
--> pars
, priceName
--> price
, weightsName
--> weights
, clusterName
--> cluster
.
- Several arguments were moved out of the previous
options
argument and are now passed directly as arguments to logitr()
. These include: numMultiStarts
, useAnalyticGrad
, scaleInputs
, startParBounds
, standardDraws
, numDraws
, startVals
.
- Some minor tweaks to printing methods.
logitr 0.2.2
- Improved
summary.logitr()
and coef.logitr()
methods for better printing, using printCoefmat()
- Added new methods:
print.logitr()
, logLik.logitr()
, coef.summary.logitr()
, vcov.logitr()
- Removed option for keeping all model outputs.
- Added input checks for
wtp()
and wtpCompare()
functions
- Fixed some errors in some of the examples and made them all run (removed dontrun commands).
logitr 0.2.1
- Added
altIDName
argument to predictChoices()
and predictProbs()
to preserve the row order of predictions for each alternative in each set of alternatives. Closes issue #13.
- Fixed bug in data encoding where random parameter names were not aligned with encoded data.
- Added input checks for all predict functions.
logitr 0.2.0 (2021-06-14)
Summary of larger updates:
- New prediction functions:
predictChoices()
and predictProbs()
, and , depreciated simulateShares()
.
- Added robust covariance matrix calculations.
- Added support for clustering errors.
- Major modifications to the
recodeData()
function to improve encoding efficiency.
- Depreciated
dummyCode()
Summary of smaller updates:
- Improved documentation across all vignettes for new features.
- Improved explanation of preference space and WTP space utility models in vignettes.
logitr 0.1.5
- Added robust covariance matrix calculations.
- Added support for clustering errors.
logitr 0.1.4
- Added
predictChoices()
function.
- Added
predictShares()
function, depreciating simulateShares()
.
logitr 0.1.3
- Modified the
recodeData()
and dummyCode()
functions for improved speed.
- Updated
simulateShares()
to work with the automatic dummy coding from the revised recodeData()
and dummyCode()
functions.
- Added support for
simulateShares()
to compute shares for multiple sets of alternatives.
- Added tests for encoding functions
- Added covariance matrix to model export
Bugs
- When simulating shares from a WTP model, only accepted a price named "price" rather than something else such as "Price" - fixed this.
- In
simulateShares()
, the shares were not correctly computed with a WTP space model because price was still being multiplied by -1. This has been corrected.
- Changes to automatic dummy coding were accidentally ignoring factor levels - that's been fixed.
logitr 0.1.2
- Fixed bug where model with single variable would error due to a matrix being converted to a vector in the
standardDraws()
function
- Fixed bug in
getCatVarDummyNames()
- previously used string matching, which can accidentally match with other similarly-named variables.
- Fixed bug in
rowsum()
where the reorder
argument was set to TRUE
, which resulted in wrong logit calculations unless the obsID
happened to be already sorted.
logitr 0.1.1
- Changed how failures to converge are handled. Previously would continue to run a while loop. Now it fails and records the failure, along with appropriate changes in summary() and coef().
- Re-defined the wtp space utility models as BX - p. Before it was p + BX and p was re-defined as -1*p.
- If tidyverse library is loaded, data frames were getting converted to tibbles, which broke some things. Fixed this by forcing the input data to be a data.frame()
logitr 0.1.0 (2021-01-19)
Summary of larger updates:
- v0.1.0 Submitted to CRAN!
Summary of smaller updates:
- Reduced the length of the title in DESCRIPTION to less than 65 characters.
- Changed package names in title and description to single quotes, e.g: {nloptr} -> 'nloptr'
- Added reference in description with doi to Train (2009) "Discrete Choice Methods with Simulation, 2nd Edition".
- Added \value statements to dummyCode.Rd and statusCodes.Rd
- Added \value statements to dummyCode.Rd and statusCodes.Rd.
- Updated \value description for summary.logitr.Rd.
- Modified multiple functions to use message()/warning() instead of print()/cat().
- Added
algorithm
to the options
input, with the default being set to "NLOPT_LD_LBFGS"
.
Bugs
- Fixed tiny bug in
getParTypes()
function - previously was not returning the correct parNames
for continuous vs. discrete variables.
- Added an input check to make sure the modelSpace argument is either
"pref"
or "wtp"
.
- Added an input check to make sure the
priceName
argument is only used when the modelSpace
argument is set to "wtp"
.
logitr 0.0.5
Summary of larger updates:
- Added support for auto creating interactions among variables
- exported
getCoefTable()
function
Summary of smaller updates:
- Added new documentation for prepping data:
- overall structure
- dummyCode() function
- handling interactions
- All vignettes proof-read with lots of small changes to examples
- Added a hex sticker
logitr 0.0.4
Weighted models, new dataset, new encoding features
Summary of larger updates:
- Added support for estimating weighted regressions
- Added and improved documentation for new datasets:
yogurt
, cars_china
, cars_us
- Exported the
dummyCode()
function for automatically creating dummy-coded variables in a data frame.
- Added support for auto dummy-coding categorical variables prior to model estimation
- Major overhaul of documentation using {pkgdown}
Summary of smaller updates:
- Changed license to MIT (after doing a bit of reading up on this)
- Fixed dimension-matching issue with user-provided draws for mixed logit models
- Fixed bug in
modelInputs
where obsID
was not a vector for tibble inputs
- Added placeholder hex sticker
logitr 0.0.3
New simulation functionality
Summary of larger updates:
- Added support for simulating shares for a set of alternatives given an estimated model:
simulateShares()
. This is similar to the predict()
function in mlogit.
- Removed support for using an estimated preference space model as an input in the
options()
function. I found this just far too confusing, and instead encourage users to supply a WTP space model with the computed WTP from a preference space model as starting parameters.
Summary of smaller updates:
- Updated the
summary()
and main logitr()
functions to keep the basic information (run #, log-likelihood value, number of iterations, and output status) whenever numMultistarts
> 1. Previously this information was only kept if keepAllRuns
was set to TRUE
.
logitr 0.0.2
Updates to options and a few small bug fixes
Summary of larger updates:
- I got rid of the
logitr.summary()
function and instead added the logitr
class to all the models and renamed the summary function to summary.logitr()
. Now you can just use the standard summary()
function to summarize model results.
- I finally fixed the analytic gradient for WTP space MXL models. I tested analytic versus numeric for WTP space and Preference Space MXL models and they are all identical, including variations of using normally and log-normally distributed parameters.
- Added startParBounds as an argument in options.
Smaller updates:
- Changed the summary() function to print more digits in the
summary table.
- Rounded printing of the elapsed time in the summary table.
- Forced the sigma values in MXL models to be positive using abs(). Negative values for sigma parameters should not be an issue because the standard normal is symmetric.
- Changed the summary of random parameters to show "summary of 10k draws"
- Updated hessian to always use numeric approx for SE calculation since it's faster.
- Made scaleInputs default to
TRUE
.
Bugs fixed:
- If the prefSpaceModel was a multistart, it was grabbing the correct
bestModel for the WTP calculations, but not the logLik value. Now it's
getting the right logLik value too.
- Fixed a bug with the scaling option where it was blowing up to use scaling numbers.
logitr 0.0.1
Full reboot of logitr!
Long overdue, I decided to give the logitr program a full overhaul. This is the first version that is compiled as a proper R package that can be directly installed from GitHub. This version is much more robust and flexible than the prior, clunky collection of R files that I had previously been using to estimate logit models.