NEWS

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sgdGMF 1.0.2

• sgdgmf.fit : implemented orthogonality between covariates and latent variables
• orthogonalize (new function) : implemented orthogonality between covariates and latent variables
• sgdgmf.fit : implemented the possibility to not save a copy of the data and fitted values
• set.control.airwls : introduced new argument savedata to specify of store a copy of the data or not
• set.control.newton : introduced new argument savedata to specify of store a copy of the data or not
• set.control.coord.sgd : introduced new argument savedata to specify if store a copy of the data or not
• set.control.block.sgd : introduced new argument savedata to specify if store a copy of the data or not
• storedata (new function) : implemented ex-post inclusion of data in a generic object
• storedata.sgdgmf (new method) : implemented ex-post inclusion of data in a fitted sgdgmf object
• sgdgmf.init : implemented method = "light" and improved the memory usage
• sgdgmf.init.light (new function) : implemented a memory efficient version of sgdgmf.init.ols with type = "link"

sgdGMF 1.0.1 (2025-05-17)

• sgdgmf.rank : changed default method from "onatski" to "evr" method
• eigengap.evr (new function) : implemented the eigenvalue ratio method for rank selection
• eigengap.onatski : fixed bug occurring when no optimal rank can be selected
• added option CXXFLAGS = $(CXXFLAGS) -Os to Makevars and Makevars.win files to optimize the memory space used by compiled C++ files