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This udpate provides a complete redesign of the internals of the package. There are more kernels supported, new estimation methods, and plots are done using the ggplot2 package.
Enhanced the methods and calculations for the linear (canonical) kernel, the fractional Brownian motion kernel, and the Pearson kernel.
Added support for the squared exponential kernel and the d-degree polynomial kernel with offset c.
Newly redesigned kernel loader function kernL(), while still keeping support for the legacy .kernL() function - although there are plans to phase out this in favour of the new one.
There is now a summary method for ipriorKernel2 objects.
The legacy kernels Canonical, FBM and Pearson are now referred to as linear, fbm and pearson, but there is backward compatability with the old references.
parsm option for interactions has been removed - it's hardly likely that this is ever useful.
rootkern option for Gaussian process regression has been removed. Should use specialised GPR software for this and keep this package for I-priors only.
order option to specify higher order terms has been removed in favour of polynomial kernels.
The package now supports the following estimation methods:
Direct minimisation of the marginal deviance;
EM algorithm (efficient closed-form version and the "regular" version);
Combination of direct and EM methods;
A fixed estimation method to obtain the posterior regression function without estimating any hyperparameters; and
The Nystrom kernel approximation method.
Parallel restarts is supported via control = list(restarts = TRUE). By default it will use the maximum number of available cores to fit the model in parallel from different random initial values.
New plot functions added: plot_fitted(), plot_predict(), and plot_iter().
Updated documentation throughout.
New vignette added which gives an overview of regression modelling using I-priors.