File: NEWS.md

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# News

## projpred 2.0.2

We have fully rewritten the internals in several ways. Most importantly, we now leverage maximum likelihood estimation to third parties depending on the reference model's family. This allows a lot of flexibility and extensibility for various models. Functionality wise, the major updates since the last release are:

* Added support for GLMMs and GAMMs via ```lme4``` and ```gamm4```.
* Formula syntax support internally that allows for easier building upon projections.
* Thanks to the above point, we save some computation by only considering sensible projections during forward search instead of fitting every possible submodel.
* We have added a new argument ```search_terms``` that allows the user to specify custom unit building blocks of the projections. This can be used to include _fixed terms_ across all projections, for instance. New vignette coming up.
* We have fully changed the way to define custom reference models. The user now provides projection fitting and prediction functions (more information in a new upcoming vignette).

## projpred 1.1.4

Better validation of function arguments.

## projpred 1.1.3

Added print methods for vsel and cvsel objects. Added AUC statistics for binomial family. A few additional minor patches.

## projpred 1.1.2

Removed the dependency on the ```rngtools``` package.

## projpred 1.1.1

This version contains only a few patches, no new features to the user.

## projpred 1.1.0

### New features 

* Added support for ```brms``` models. 

### Bug fixes
* The program crashed with ```rstanarm``` models fitted with syntax like ```stan_glm(log(y) ~ log(x), ...)```, that is, it did not allow transformation for ```y```.


## projpred 1.0.0

### New features and improvements ###

* Changed the internals so that now all fit objects (such as rstanarm fits) are converted to ```refmodel```-objects using the generict ```get_refmodel```-function, and all the functions use only this object. This makes it much easier to use projpred with other reference models by writing them a new ```get_refmodel```-function. The syntax is now changed so that  ```varsel``` and ```cv_varsel``` both return an object that has similar structure always, and the reference model is stored into this object.

* Added more examples to the vignette.

* Added possibility to change the baseline in ```plot/summary```. Now it is possible to compare also to the best submodel found, not only to the reference model.

* Bug fix: RMSE was previously computed wrong, this is now fixed.

* Small changes: ```nloo = n``` by default in ```cv_varsel```. ```regul=1e-4``` now by default in all functions.


## projpred 0.9.0

### New features and improvements

* Added the ```cv_search``` argument for the main functions (```varsel```,```cv_varsel```,```project``` and the prediction functions). Now it is possible to make predictions also with those parameter estimates that were computed during the L1-penalized search. This change also allows the user to compute the Lasso-solution by providing the observed data as the 'reference fit' for init_refmodel. An example will be added to the vignette.

### Bug fixes

* The projection with a nonzero regularization parameter value did not produce exactly correct result, although the difference to the correct result was often so small that user would not see the difference. Fixed this.


## projpred 0.8.0 and earlier

Until this version, we did not keep record of the changes between different versions. Started to do this from version 0.9.0 onwards.