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Changelog

Source: NEWS.md

RmlxStats (development version)

  • mlxs_glm() now moves to float64 on the cpu where necessary to compute more accurate estimates.
  • New mlxs_glm_control() function.
  • mlxs_lm() and mlxs_glm() now reject rank-deficient x. A bug which meant we calculated qr(x) twice has now been fixed.
  • New bread(), estfun() and hatvalues() methods for mlxs_lm to allow for sandwich-style robust standard errors.
  • More mlxs_lm methods now return base R objects by default, controllable via the output argument.
  • confint.mlxs_lm() and confint.mlxs_glm() can now return bootstrap confidence intervals. So can the respective summary() methods.
  • Speedups for some augment(), predict() and summary() methods.

RmlxStats 0.2.0

  • Added mlxs_prcomp(), a prcomp()-style PCA interface with exact and randomized truncated MLX-backed decomposition paths. Benchmarks show this greatly outperforms base R prcomp() and other specialised packages for fast PCA.
  • Reworked mlxs_glmnet(). It can now outperform glmnet::glmnet() for large problems (roughly n x p > 5,000,000).
  • Added mlxs_cv_glmnet() as a cross-validation wrapper for the MLX-backed elastic-net path fits, analogous to glmnet::cv.glmnet().
  • Export mlxs_lm_fit() so advanced users can call the MLX-backed QR solver directly.

RmlxStats 0.1.0

  • Initial version.