Skip to contents

Changelog

Source: NEWS.md

ngme2 0.9.1 (2026-02-19)

  • Harden error handling in ngme() estimation/sampling path: C++ exceptions are now propagated as R errors (including OpenMP parallel regions) instead of potentially terminating the R session.
  • Fix nu initialization in noise helper constructors to respect nu_lower_bound, using theta_nu = log(nu - nu_lower_bound) and validating nu > nu_lower_bound.
  • Align normal_nig conversion, printing, and plotting with effective parameterization nu = nu_lower_bound + exp(theta_nu).

ngme2 0.9.0 (2026-02-19)

  • Refactor prior API (breaking change): use prior_normal(), prior_pc_sd(), prior_half_cauchy(), prior_none(), and priors(...).
  • Update f() and ngme_noise() to accept unified prior = ... inputs (remove prior_theta_K and prior_mu/prior_sigma/prior_nu arguments).
  • Remove legacy ngme_prior() interface and its documentation entry.
  • Add prior target support (coef/field) for noise parameter priors and per-parameter operator prior compilation.
  • Add fixed-effect prior support via ngme(..., prior_beta = ...), using the same prior_*()/priors(...) API.
  • Add user-facing vignette: Prior Templates for Stationary and Non-Stationary Models.

ngme2 0.8.5 (2026-02-11)

  • Add grad.norm plateau-based step decay via control_opt(stepsize_decay = "grad_norm_plateau") (epoch-level, synchronized across chains)
  • Add stepsize_decay() helper for configuring decay options
  • Update verbose output to include stepsize decay scale and effective stepsize
  • Improve cross_validation(data = ...) model rebuild for refit-on-new-data workflows: it now resolves external formula symbols (for example mesh, B, n_basis) from the fitted object when needed, and falls back to rebuild-without-start plus hyperparameter transplant if start state dimensions differ.
  • Add chain-aware prediction/CV aggregation via chain_combine = "predictive_average" in predict() and cross_validation(), which averages predictions across optimization chains instead of averaging parameters first.

ngme2 0.8.4 (2026-02-01)

  • Fix iid model using argument mesh instead of map

ngme2 0.8.3 (2025-12-10)

  • Update nu parameterization to be relative to nu_lower_bound (nu = nu_lower_bound + exp(B_nu * theta_nu))
  • Allow NULL specification for noise parameter in non-stationary case
  • Update fixed effects initialization
  • Update start=fit logic

ngme2 0.8.2 (2025-12-02)

  • Add support for different type of ldlt solvers
  • Use solver_type and solver_backend in control_opt to specify the solver
  • Give print when hit nu lower bound

ngme2 0.8.1 (2025-12-01)

  • Add ldlt solver (solver_type = “ldlt”)
  • Minor fix on matern model on handling integer alpha case

ngme2 0.8.0 (2025-11-30)

  • Simplify solver structure
  • Update to use model() instead of string for model definition
  • Big update on the R interface, use model() instead of string for model definition
  • Refactor on the codebase
  • Add more vignettes

ngme2 0.7.1

  • Documentation updates
  • Add print log likelihood for Gaussian models
  • Improvements to prediction with condition on specific data points
  • Enhanced preconditioner with Gibbs samples
  • Updates to AR1 vignette
  • Various optimization workflow improvements

ngme2 0.6.0

  • First version of the package

ngme2 0.3.0

  • Add replicate feature
  • Add OU process
  • Add tensor-product model