bigstatsr 1.5.9

  • Add global option FBM.dir (that defaults to tempdir() as before). This can be used to change the default directory used to create FBMs when calling either FBM(), FBM.code256(), as_FBM(), big_copy(), or big_transpose(). Note that, if not using the temporary directory anymore, you must clean up the files you do not want to keep.

bigstatsr 1.5.8

  • Enable ARMA_64BIT_WORD.

bigstatsr 1.5.7

  • New strategy for $add_columns().

bigstatsr 1.5.6

  • Add convenience function as_scaling_fun() to create your own fun.scaling parameters.

bigstatsr 1.5.4

  • Now automatically discard covariates with no variation in pcor() (with a warning).

bigstatsr 1.5.3

  • pcor() now returns NAs (instead of 0s) for singular systems.

bigstatsr 1.5.0

bigstatsr 1.4.0

  • Now detects and errors if there is not enough disk space to create an FBM.

bigstatsr 1.3.3

  • Fix pcor() for singular systems, e.g. when x has all the same values.

bigstatsr 1.3.2

bigstatsr 1.3.1

  • Add function pcor() to compute partial correlations.

bigstatsr 1.3.0

  • Add two options in big_spLinReg() and big_spLogReg(); power_scale for using a different scaling for LASSO and power_adaptive for using adaptive LASSO (where larger marginal effects are penalized less). See documentation for details.

  • big_(c)prodVec() and big_(c)prodMat() (re)gain a ncores parameter. Note that for big_(c)prodMat(), it might be beneficial to use the BLAS parallelism (with bigparallelr::set_blas_ncores()) instead of this parameter, especially when the matrix A is large-ish.

bigstatsr 1.2.2

  • Function big_colstats() can now be run in parallel (added parameter ncores).

bigstatsr 1.2.1

  • It is now possible to use C++ FBM accessors without linking to {RcppArmadillo}.

bigstatsr 1.2.0

  • Functions big_(c)prodMat() and big_(t)crossprodSelf() now use much less memory, and may be faster.

  • Add covar_from_df() to convert a data frame with factors/characters to a numeric matrix using one-hot encoding.

bigstatsr 1.1.4

  • Remove some ‘Suggests’ dependencies.

bigstatsr 1.1.3

bigstatsr 1.1.1

  • Fix In .self$nrow * .self$ncol : NAs produced by integer overflow.

bigstatsr 1.1.0

  • Make two different memory-mappings: one that is read-only (using $address) and one where it is possible to write (using $address_rw). This enables to use file permissions to prevent modifying data.

  • Also add a new field $is_read_only to be used to prevent modifying data (at least with <-) even when you have write permissions to it. Functions creating an FBM now gain a parameter is_read_only.

  • Make vector accessors (e.g. X[1:10]) faster.

bigstatsr 1.0.0

  • Move some code to new packages {bigassertr} and {bigparallelr}.

  • big_randomSVD() gains arguments related to matrix-vector multiplication.

  • assert_noNA() is faster.

bigstatsr 0.9.10

bigstatsr 0.9.9

In plot.big_SVD(),

  • Can now plot many PCA scores (more than two) at once.

  • Use coord_fixed() when plotting PCA scores because it is good practice.

  • Use log-scale in scree plot to better see small differences in singular values.

  • Reexport cowplot::plot_grid() to merge multiple ggplots.

bigstatsr 0.9.6

bigstatsr 0.9.5

  • Add parameters center and scale to products.

bigstatsr 0.9.3

  • Fix a bug in big_univLogReg() for variables with no variation. IRLS was not converging, so glm() was used instead. The problem is that glm() drops dimensions causing singularities so that Z-score of the first covariate (or intercept) was used instead of a missing value.

bigstatsr 0.9.0

  • Use mio instead of boost for memory-mapping.

  • Add a parameter base.row to predict.big_sp_list() and automatically detect if needed (as well as for covar.row).

  • Possibility to subset a big_sp_list without losing attributes, so that one can access one model (corresponding to one alpha) even if it is not the ‘best’.

  • Add parameters pf.X and pf.covar in big_sp***Reg() to provide different penalization for each variable (possibly no penalization at all).

bigstatsr 0.8.4

Add %*%, crossprod and tcrossprod operations for ‘double’ FBMs.

bigstatsr 0.8.3

Now also returns the number of non-zero variables ($nb_active) and the number of candidate variables ($nb_candidate) for each step of the regularization paths of big_spLinReg() and big_spLogReg().

bigstatsr 0.8.0

  • Parameters warn and return.all of big_spLinReg() and big_spLogReg() are deprecated; now always return the maximum information. Now provide two methods (summary and plot) to get a quick assessment of the fitted models.

bigstatsr 0.7.3

  • Check of missing values for input vectors (indices and targets) and matrices (covariables).

  • AUC() is now stricter: it accepts only 0s and 1s for target.

bigstatsr 0.7.1

  • $bm() and $bm.desc() have been added in order to get an FBM as a filebacked.big.matrix. This enables using {bigmemory} functions.

bigstatsr 0.7.0

  • Type float added.

bigstatsr 0.6.2

  • big_write added.

bigstatsr 0.6.1

  • big_read now has a filter argument to filter rows, and argument nrow has been removed because it is now determined when reading the first block of data.

  • Removed the save argument from FBM (and others); now, you must use FBM(...)$save() instead of FBM(..., save = TRUE).

bigstatsr 0.6.0

  • You can now fill an FBM using a data frame. Note that factors will be used as integers.

  • Package {bigreadr} has been developed and is now used by big_read.

bigstatsr 0.5.0

  • There have been some changes regarding how conversion between types is checked. Before, you would get a warning for any possible loss of precision (without actually checking it). Now, any loss of precision due to conversion between types is reported as a warning, and only in this case. If you want to disable this feature, you can use options(bigstatsr.downcast.warning = FALSE), or you can use without_downcast_warning() to disable this warning for one call.

bigstatsr 0.4.1

  • change big_read so that it is faster (corresponding vignette updated).

bigstatsr 0.4.0

  • possibility to add a “base predictor” for big_spLinReg and big_spLogReg.

  • don’t store the whole regularization path (as a sparse matrix) in big_spLinReg and big_spLogReg anymore because it caused major slowdowns.

  • directly average the K predictions in predict.big_sp_best_list.

  • only use the “PSOCK” type of cluster because “FORK” can leave zombies behind. You can change this with options(bigstatsr.cluster.type = "PSOCK").

bigstatsr 0.3.4

  • Fix a bug in big_spLinReg related to the computation of summaries.

  • Now provides function plus to be used as the combine argument in big_apply and big_parallelize instead of '+'.

bigstatsr 0.3.3

  • Before, this package used only the “PSOCK” type of cluster, which has some significant overhead. Now, it uses the “FORK” type on non-Windows systems. You can change this with options(bigstatsr.cluster.type = "PSOCK"). Uses “PSOCK” in 0.4.0.

bigstatsr 0.3.2

  • you can now provide multiple α values (as a numeric vector) in big_spLinReg and big_spLogReg. One will be chosen by grid-search.

bigstatsr 0.3.1

  • fixed a bug in big_prodMat when using a dimension of 1 or 0.

bigstatsr 0.3.0

bigstatsr 0.2.6

  • no scaling is used by default for big_crossprod, big_tcrossprod, big_SVD and big_randomSVD (before, there was no default at all)

bigstatsr 0.2.4

  • Integrate Cross-Model Selection and Averaging (CMSA) directly in big_spLinReg and big_spLogReg, a procedure that automatically chooses the value of the λ hyper-parameter.

  • Speed up big_spLinReg and big_spLogReg (issue #12)

bigstatsr 0.2.3

  • Speed up AUC computations

bigstatsr 0.2.0

  • No longer use the big.matrix format of package bigmemory