NEWS
IJSE 0.3.4 (2026-10-22)
- Accept an S-by-1 pointwise likelihood matrix from categorical brms models,
preserving draw and observation order; reject transposed or multi-column
results.
- Reject covariance ARMA extraction, whose brms output contains LOO conditional
densities rather than joint likelihood factors. Explicit joint sampling-unit
matrices remain supported through
ijse_draws().
- Require explicit likelihood matrices for discrete truncated models after
detecting a lower-bound normalization discrepancy in brms 2.23.0.
- Reject measurement-error prediction with unsaved latent draws, which brms
otherwise resamples. Document conditional versus observed-data likelihoods
and missing-response NA rejection.
- Add real fitted-model regressions for the new streaming support and guards.
IJSE 0.3.3
- Reject missing cluster and chain IDs encoded as a used explicit NA factor level.
- Check labeled likelihood blocks against one another when draw rows are unlabeled.
- Avoid an unnecessary first-block mean square that can overflow despite finite
centered sampling variance.
- Add regressions and actual weighted Bernoulli/missing-row and nonlinear
distributional Gaussian fixtures with direct density checks and draw/block parity.
- Add scale-sensitive independent algebra, joint nonlinear reweighting, metadata,
posterior-format and targeted fault-injection audit tools.
- Clarify the plain-matrix transform contract and cross-block row-label validation.
- Load study test helpers before test execution so shuffled runs are independent
of top-level expression order.
IJSE 0.3.2
- Preserve named-vector transform row identities and reject detectable draw
permutations instead of silently computing covariance against the wrong rows.
- Stabilize normal intervals at confidence levels close to one or zero; keep
column labels distinct when percentages coincide at display precision.
- Make display labels unique and retain exact original cluster/chain IDs.
- Repair Gaussian/quantile fixture clustering checks: sampling IDs are saved
separately and tests require eight actual clusters rather than accepting NULL.
- Add boundary regressions and preserve correct automatic data-frame row handling.
- Add a package overview, explicit return-field definitions, normalization and
alignment rules, published references, and executable no-refit brms examples.
- Add a renderer for HTML and PDF reference manuals from the actual Rd sources.
IJSE 0.3.1
- Expand the introductory vignette and add executable brms and diagnostic tutorials.
- Include two newly fitted synthetic median-regression examples with fitting data
and sampling-unit IDs saved separately, plus generation seeds and diagnostics.
- Install standalone R scripts extracted from the tutorial sources, with fresh
process verification and a collected PDF/HTML rendering workflow.
- Add regression checks for tutorial fit/row/cluster correspondence and an
independent numerical audit of covariance, transformations, blocking and
permutation/translation invariance. The numerical R API is unchanged.
IJSE 0.3.0
- Fix chain metadata for posterior data frames with unequal retained chain lengths.
- Add all/posterior/none diagnostic modes and skip discarded diagnostics in IJ_se().
- Retain posterior covariance separately; add vcov(type = "posterior") and a
standard influence() accessor for explicitly saved influence values.
- Avoid redundant centering and copying of the selected quantity draws.
- Add a reproducible vignette study with 40,000 exact-posterior simulations,
320 independent posterior-draw audits and 400 actual brms median-regression fits.
- Include study generators, compact results, Monte Carlo uncertainty, fit-attempt
accounting and figures. Study simulations are not run during package checks.
- Add regression tests for chain metadata, diagnostic modes and study calculations.
IJSE 0.2.0
- Reject missing cluster IDs instead of silently omitting observations and
counting an empty cluster. Reject undefined variances and non-finite inputs.
- Preserve likelihood extraction errors instead of replacing every error with
generic save_pars advice.
- Keep IJ_se(fit, cluster_var) as a named-vector compatibility interface.
- Add ijse() and ijse_draws(), full covariance, transformed quantities, explicit
parameter/draw selection, optional influence values, and standard S3 methods.
- Add callback likelihood blocks and univariate brms streaming. Aggregate cluster
covariance contributions without allocating a draws-by-clusters matrix.
- Report chain stability checks and quantity-level posterior diagnostics.
- Make brms optional for the backend-independent matrix interface.
- Replace placeholder tests with numerical, analytic, and real brms regression
tests. Add a vignette, README, reproducible fixture generator, and benchmark.
- Generate explicit exports and correct S3 registration from roxygen source.
- Add the published method citation. Document estimands and inference limits.
IJSE 0.1.2 (2025-07-18)
- Updated the package name
- Optimized code structure
IJSE 0.1.1 (2024-09-26)
- Added a
NEWS.md file to track changes to the package.
- Updated example code to include cases for quantile regression on both independent and clustered data.
- Optimized code structure
IJSE 0.1.0 (2024-09-25)