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Taking weighting seriously#487

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gragusa wants to merge 117 commits intoJuliaStats:masterJuliaStats/GLM.jl:masterfrom gragusa:JuliaStats-mastergragusa/GLM.jl:JuliaStats-masterCopy head branch name to clipboard

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Commits on Jun 10, 2022

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Commits on Jun 17, 2022

• Taking weights seriously

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Commits on Jun 18, 2022

• WIP

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Commits on Jun 21, 2022

• Taking weights seriously

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• Merge branch 'master' of https://github.com/JuliaStats/GLM.jl into JuliaStats-master

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Commits on Jun 22, 2022

• Add depwarn for passing wts with Vector

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• Cosmettic changes

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Commits on Jun 23, 2022

• WIP

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Commits on Jul 4, 2022

• Fix loglik for weighted models

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Commits on Jul 15, 2022

• Fix remaining issues

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Commits on Jul 16, 2022

• Fix nulldeviance

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Commits on Sep 5, 2022

• AbstractWeights are required to be real

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• Update src/glmfit.jl

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• Merge pull request #2 from JuliaStats/master

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• Throw error if GlmResp are not AbastractWeights

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• Addressing review comments

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• Reexport aweights, pweights, fweights

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Commits on Sep 6, 2022

• Fixed remaining issues with null loglikelihood

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• Fix nullloglikelihood tests

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• Do not dispatch on Weights but use if

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• Do not dispatch on Weights use if

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• Fix inferred test

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• Use if instead of dispatching on Weights

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Commits on Sep 7, 2022

• Add doc for weights and fix output

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• Fix docs failures

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• Fix pweights stderror even for rank deficient des

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• Add test for pweights stderror

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• Export UnitWeights

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• Fix documentation

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• Mkae cooksdistance work with rank deficient design

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• Test cooksdistance with rank deficient design

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Commits on Sep 8, 2022

• Fix CholeskyPivoted signature in docs

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Commits on Sep 9, 2022

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• Correct implementation of momentmatrix

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• Test moment matrix

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Commits on Sep 23, 2022

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• Small fix

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• Small fix

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• Merge branch 'master' into JuliaStats-master

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• Fix vcov dispatch for vcov

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• Fix dispatch of _vcov

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• Fix weighted keyword in modelmatrix

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• perf in nulldeviance for unweighted models

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• Merge branch 'JuliaStats-master' of github.com:gragusa/GLM.jl into JuliaStats-master

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Commits on Oct 19, 2022

• Fixed std error for probability weights

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Commits on Oct 20, 2022

• Getting there (& switch Analytics to Importance)

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• Speedup cooksdistance

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Commits on Oct 24, 2022

• Revert back to AnalyticWeights

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• Add extensive tests for AnalyticWeights

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• Add extensive tests for AnalyticWeights

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• Follow reviewer suggestions [Batch 1]

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• Follow reviewer's suggestions [Batch 2]

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• probability weights vcov uses momentmatrix

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Commits on Nov 16, 2022

• Fix ProbabilityWeights vcov and tests

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Commits on Nov 17, 2022

• Use leverage from StasAPI

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Commits on Dec 20, 2022

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• Address reviwer comments

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Commits on Jun 16, 2023

• Merge branch 'master' of github.com:JuliaStats/GLM.jl into JuliaStats-master

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Commits on Nov 25, 2024

• Added tests for ftest. They throw for pweights

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• Make ftest throw if a model weighted by pweights is passed

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• Fix how loglikelihood throws for pweights weighted models

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• Merge branch 'master' of github.com:JuliaStats/GLM.jl into JuliaStats-master

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• Remove StatsPlots dependence.

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• Fix weighting with :qr method.

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Commits on Dec 11, 2024

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• Minor cosmethic changes

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• Add weighting information in COMMON_FIT_KWARGS_DOCS

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• Add test for leverage

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• [wip] work on leverage

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• Test leverage

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• Fix cookdistance return type

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