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tolerances for issingular #783

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Sep 12, 2024
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5 changes: 5 additions & 0 deletions NEWS.md
Original file line number Diff line number Diff line change
@@ -1,3 +1,7 @@
MixedModels v4.26.0 Release Notes
==============================
- `issingular` now accepts comparison tolerances through the keyword arguments `atol` and `rtol`. [#783]

MixedModels v4.25.4 Release Notes
==============================
- Added additional precompilation for rePCA. [#749]
Expand Down Expand Up @@ -559,3 +563,4 @@ Package dependencies
[#775]: https://github.com/JuliaStats/MixedModels.jl/issues/775
[#776]: https://github.com/JuliaStats/MixedModels.jl/issues/776
[#778]: https://github.com/JuliaStats/MixedModels.jl/issues/778
[#783]: https://github.com/JuliaStats/MixedModels.jl/issues/783
2 changes: 1 addition & 1 deletion Project.toml
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "MixedModels"
uuid = "ff71e718-51f3-5ec2-a782-8ffcbfa3c316"
author = ["Phillip Alday <[email protected]>", "Douglas Bates <[email protected]>", "Jose Bayoan Santiago Calderon <[email protected]>"]
version = "4.25.4"
version = "4.26.0"

[deps]
Arrow = "69666777-d1a9-59fb-9406-91d4454c9d45"
Expand Down
11 changes: 9 additions & 2 deletions src/bootstrap.jl
Original file line number Diff line number Diff line change
Expand Up @@ -408,15 +408,22 @@ function Base.getproperty(bsamp::MixedModelFitCollection, s::Symbol)
end

"""
issingular(bsamp::MixedModelFitCollection)
issingular(bsamp::MixedModelFitCollection;
atol::Real=0, rtol::Real=atol>0 ? 0 : √eps))

Test each bootstrap sample for singularity of the corresponding fit.

Equality comparisons are used b/c small non-negative θ values are replaced by 0 in `fit!`.

See also [`issingular(::MixedModel)`](@ref).
"""
issingular(bsamp::MixedModelFitCollection) = map(θ -> any(θ .== bsamp.lowerbd), bsamp.θ)
function issingular(
bsamp::MixedModelFitCollection; atol::Real=0, rtol::Real=atol > 0 ? 0 : √eps()
)
return map(bsamp.θ) do θ
return _issingular(bsamp.lowerbd, θ; atol, rtol)
end
end

Base.length(x::MixedModelFitCollection) = length(x.fits)

Expand Down
13 changes: 10 additions & 3 deletions src/mixedmodel.jl
Original file line number Diff line number Diff line change
Expand Up @@ -58,7 +58,7 @@ function StatsAPI.dof_residual(m::MixedModel)
end

"""
issingular(m::MixedModel, θ=m.θ)
issingular(m::MixedModel, θ=m.θ; atol::Real=0, rtol::Real=atol>0 ? 0 : √eps)

Test whether the model `m` is singular if the parameter vector is `θ`.

Expand All @@ -68,8 +68,15 @@ Equality comparisons are used b/c small non-negative θ values are replaced by 0
For `GeneralizedLinearMixedModel`, the entire parameter vector (including
β in the case `fast=false`) must be specified if the default is not used.
"""
issingular(m::MixedModel, θ=m.θ) = any(lowerbd(m) .== θ)
issingular(m::GeneralizedLinearMixedModel, θ=m.optsum.final) = any(lowerbd(m) .== θ)
function issingular(m::MixedModel, θ=m.θ; atol::Real=0, rtol::Real=atol > 0 ? 0 : √eps())
return _issingular(m.lowerbd, θ; atol, rtol)
end

function _issingular(v, w; atol, rtol)
return any(zip(v, w)) do (x, y)
return isapprox(x, y; atol, rtol)
end
end

# FIXME: better to base this on m.optsum.returnvalue
StatsAPI.isfitted(m::MixedModel) = m.optsum.feval > 0
Expand Down
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