- Modification to centering of SE and polynomial kernels.
- Added option
`train.samp`

and`test.samp`

to`kernL()`

and`iprior()`

to easily split training and test samples for cross-validation. - Added a function to perform k-fold cross validation experiments for I-prior models.
- Fixed minor bug in
`iprior_em_closed()`

which caused lambda to expand together with the number of iterations. - Fixed incorrect calculation of polynomial kernel.
- Removed all legacy functions.
- Updated vignette.
- Added vignette for cross-validation function.

**This udpate provides a complete redesign of the internals of the package. There are more kernels supported, new estimation methods, and plots are done using the**`ggplot2`

package.- Enhanced the methods and calculations for the linear (canonical) kernel, the fractional Brownian motion kernel, and the Pearson kernel.
- Added support for the squared exponential kernel and the
`d`

-degree polynomial kernel with offset`c`

. - Newly redesigned kernel loader function
`kernL()`

, while still keeping support for the legacy`.kernL()`

function - although there are plans to phase out this in favour of the new one. - There is now a
`summary`

method for`ipriorKernel2`

objects. - The legacy kernels
`Canonical`

,`FBM`

and`Pearson`

are now referred to as`linear`

,`fbm`

and`pearson`

, but there is backward compatability with the old references. `parsm`

option for interactions has been removed - it’s hardly likely that this is ever useful.`rootkern`

option for Gaussian process regression has been removed. Should use specialised GPR software for this and keep this package for I-priors only.`order`

option to specify higher order terms has been removed in favour of polynomial kernels.- The package now supports the following estimation methods:
- Direct minimisation of the marginal deviance;
- EM algorithm (efficient closed-form version and the “regular” version);
- Combination of direct and EM methods;
- A fixed estimation method to obtain the posterior regression function without estimating any hyperparameters; and
- The Nystrom kernel approximation method.

- Parallel restarts is supported via
`control = list(restarts = TRUE)`

. By default it will use the maximum number of available cores to fit the model in parallel from different random initial values. - New plot functions added:
`plot_fitted()`

,`plot_predict()`

, and`plot_iter()`

. - Updated documentation throughout.
- New vignette added which gives an overview of regression modelling using I-priors.

- Updated documentation.
- Edit FBM kernel. Corrected a mistake. Initially for multivariate
`x`

then`H(x) = H1(x[1]) + ... + H_p(x[p])`

. This is only true for Canonical kernel. Now correctly applies the FBM kernel using the norm function on each multivariate`x_i`

. - Added support for Gaussian process regression with the currently available kernels.
- Fixed memory leak in FBM kernel function. Also made Canonical kernel function more efficient.
- While linear I-prior models can perform classification tasks, one cannot obtain estimation of probabilities for the classes. This is the motivation behind the [
`iprobit`

] (https://github.com/haziqjamil/iprobit) package. By using a probit link, the I-prior methodology is extended to categorical responses. - Most functions written here can be used by I-prior probit models in the
`iprobit`

package. Added support for categorical response kernel loading. - Exported some helper functions like
`is.ipriorKernel()`

and`is.ipriorMod()`

.

- Fixed “override warning” bug in kernel loader when multiple Hurst coefficients used.
- Updated documentation for
`iprior()`

and`kernL()`

. - Trimmed down the size of
`ipriorMod`

objects by not saving`Psql`

,`Sl`

,`Hlam.mat`

, and`VarY.inv`

. Although these are no longer stored within an`ipriorMod`

object, they can still be retrieved via the functions`Hlam()`

and`vary()`

. - Fixed a bug with
`ipriorOptim()`

or`fbmOptim()`

whereby standard errors could not be calculated. - Added new features to
`fbmOptim()`

: Ability to specify an interval to search for, and also the maximum number of iterations for the initial EM step.

- Changed some code to match JSS paper.
- Commented on the line where Pearson kernels are always used for factor-type variables. Should this always be the case?
- Added control option to set intercept at a fixed value.
- Added (hidden) options for
`str()`

when printing`ipriorKernel`

objects. - Added
`fbmOptim()`

function to find optimum Hurst coefficient for fitting FBM I-prior models. - Added new way to specify Hurst coefficient using the syntax
`kernel = "FBM,<value>"`

. - Wrote vignette manual guide which details how to calculate the matrices required for the closed form estimate of
`lambda`

. - Removed the T2 statistic from the
`summary()`

output for now.

- Fix for the installation error (#26) on old R releases (prior to 3.3.0). This error was caused by the generic S3 method
`sigma()`

not being available from the`stats`

package prior to R v3.3.0.

- Several bug fixes and cleanups makes this a CRAN-ready release.

- Added documentation for the package.

- Added multi-stage model fitting via
`kernL()`

.

- Massive improvement to the EM engine which brings about speed improvements.
- Added a plotting feature.

- Bug fixes.

- Added support for Fractional Brownian Motion kernel (i.e. smoothing models).

- Added the ‘predicted log-likelihood feature’ in the EM reporting.
- WARNING: The I-prior package is currently not optimised for large datasets yet. You might encounter debilitating slowness for
`n > 1000`

. This is mainly due to the matrix multiplication and data storing process when the EM initialises. See issue #20.

- More bug fixes.

- Fixed an error in the
`predict()`

functionality.

- Added progress feedback reporting feature for the EM algorithm.

- Improved Pearson kernel generation, but still requires tweaking.

- Added support for Pearson kernels (i.e. regression with categorical variables)

- Major bug fixes.

- Multiple scale parameters supported.

- First useful release.
- Only centred canonical kernel and a single scale parameter able to be used.