NEWS
mmrm 0.3.17.9000
Bug Fixes
- Previously, having the visit variable only in an interaction term in the model could lead to failed
emmeans() evaluation. Similarly, there could be other interaction variable problems potentially with emmeans(), due to the change in the order which is automatically applied by terms() used internally. This is now fixed.
mmrm 0.3.17 (2026-01-08)
Miscellaneous
- Added
Rcpp specific flag to avoid warnings when using the upcoming new version of Rcpp.
mmrm 0.3.16 (2025-12-09)
New Features
Anova.mmrm() now has a test.statistic argument allowing the user to choose the Chi-squared test as opposed to the default F-test.
mmrm_control() now has a disable_theta_vcov argument allowing the user to disable computation of the variance-covariance matrix of the covariance parameters. In that case, the nlminb optimizer cannot be used and other optimizers should be selected. Avoiding this computation can be useful in cases where the number of covariance parameters is large and computation of this very large matrix is slow and memory-intensive.
model.frame() has a new argument exclude which allows to exclude specific model variables from the returned data frame, after creating the initial model.frame. This is useful when the same rows should be kept as in the original model fit (e.g. after na.action has been applied), but some variables are not needed in the returned data frame. The terms attribute of the returned data frame is updated accordingly.
Bug Fixes
- Previously, the compound symmetry correlation models (
cs and csh) could have divergence issues, especially when the correlation was negative. This was because the range of the correlation parameter was from -1 to 1, whereas the correct range is between -1/(m-1) and 1, where m is the number of observations per subject. This is fixed now by using another mapping from the real line to the correct range, and therefore compound symmetry correlation models will work more robustly.
- Previously, the
predict() method failed when requesting an unconditional prediction interval. This is fixed now.
- Previously, the
emp_start() starting values could only work with variables included directly in data. Now they can also work when variables are not included in data but are available in the parent environment: The variables will be correctly included in the design matrix. This is achieved by an internal update to h_mmrm_tmb_data().
- Previously, the
model.frame() method failed when the model formula included variables from the environment. This is fixed now. In addition, whereas model.frame() used to apply na.action before processing the include argument, na.action is now applied afterwards. As a result, any variables excluded from include are no longer considered when na.action is applied. Therefore, in the default case when na.action = "na.omit", this can lead to more rows being kept in the returned data frame compared to previous versions.
- Previously, the
model.frame() method did not pass on additional arguments to the model.frame.default() method, e.g. subset. This is fixed now.
- Previously, the
vcov() method returned the asymptotic covariance matrix, even if an adjusted one has been used. This is now fixed and the requested adjusted covariance matrix will be returned. (Please note this was not an issue for downstream summary() or emmeans() calls, where the adjusted covariance matrix was correctly used.)
- Previously, type 3 tests in the
Anova.mmrm() method could give incorrect results which were not compatible with results from lme4::lmer() or other software (e.g. when using other than treatment contrasts). This is fixed now. In particular, any combination of contrasts can be used and will yield consistent results.
Anova.mmrm() can now handle intercept-free models in type 2 tests, even when the first effect containing a categorical variable has an aliased parameter.
- Previously, the naming conventions used in the
Anova.mmrm() method were not recognized by broom::tidy(). This is fixed now by using more standard names for the resulting data frame columns (e.g. F instead of F Statistic etc.)
logLik.mmrm_tmb() now includes an nobs attribute containing the number of subjects in the provided model (i.e., component(mmrm_object, "n_subjects")). As a result, BIC(logLik(mmrm_object)) can now be successfully calculated.
mmrm 0.3.15 (2025-06-10)
New Features
mmrm now returns score per subject in empirical covariance. It can be accessed by component(obj, name = "score_per_subject").
Bug Fixes
- Previously, when fitting a model with empirical covariance matrix estimation to a data set with a large number of subjects and/or a large number of coefficients, the model fitting could take very long and exhaust the memory in the worst case. This was due to an inefficient implementation of a matrix needed only in case of Satterthwaite degrees of freedom adjustment. This is fixed now, by returning the matrix
empirical_g_mat in the mmrm object, instead of the previous empirical_df_mat matrix. The model fit is now much faster and does not exhaust the memory anymore. If old model fit objects are used, the empirical_df_mat will still be used correctly, however a deprecation warning will be issued. Please consider re-fitting the model to get the new empirical_g_mat matrix.
- Previously, when compiling
mmrm from source using a TMB version below 1.9.15, and installing a newer TMB of version 1.9.15 or above, would render the mmrm package unusable. This is fixed now, by checking in the dynamic library of mmrm whether the version of TMB has been sufficient.
mmrm 0.3.14 (2024-09-27)
Bug Fixes
- In version 0.3.13, when the tape optimizer from
TMB was switched on, a warning would be given by fit_mmrm(), instructing users to turn off the tape optimizer. However, this is not necessary for reproducible results. Instead, it is now checked whether the deterministic hash for the TMB tape optimizer is used, and a warning is issued otherwise.
- In version 0.3.13, the above described warning by
fit_mmrm() was not visible to the user when calling mmrm() because it was caught internally, causing the first fit in each session to fail for the first tried optimizer and falling back to the other optimizers. The warning is now issued directly by mmrm(). This change ensures that the first model fit is consistent regarding the chosen optimizer (and thus numeric results) with subsequent model fits, avoiding discrepancies observed in version 0.3.13.
mmrm 0.3.13 (2024-09-23)
Bug Fixes
- When running with
TMB package versions below 1.9.15, MMRM fit results are not completely reproducible. While this may not be relevant for most applications, because the numerical differences are very small, we now issue a warning to the user if this is the case. We advise users to upgrade their TMB package versions to 1.9.15 or higher to ensure reproducibility.
- Previously,
mmrm ignored contrasts defined for covariates in the input data set. This is fixed now.
- Previously,
predict always required the response to be valid, even for unconditional predictions. This is fixed now and unconditional prediction does not require the response to be valid or present any longer.
model.frame has been updated to ensure that the na.action works correctly.
- Previously
emmeans::emmeans returned NA for spatial covariance structures. This is fixed now.
- Previously
car::Anova gave incorrect results if an interaction term is included and the covariate of interest was not the first categorical variable. This is fixed now.
- Previously
car::Anova failed if the model did not contain an intercept. This is fixed now.
Miscellaneous
- Upon fitting an MMRM, it is checked whether a not reproducible optimization feature of
TMB is turned on. If so, a warning is issued to the user once per session.
mmrm now checks on the positive definiteness of the covariance matrix theta_vcov. If it is not positive definite, non-convergence is messaged appropriately.
model.matrix has been updated to ensure that the NA values are dropped. Additionally, an argument use_response is added to decide whether records with NA values in the response should be discarded.
predict has been updated to allow duplicated subject IDs for unconditional prediction.
mmrm 0.3.12 (2024-06-26)
New Features
- Add parameter
conditional for predict method to control whether the prediction is conditional on the observation or not.
Bug Fixes
- Previously if the left hand side of a model formula is an expression,
predict and simulate will fail. This is fixed now.
mmrm 0.3.11 (2024-03-05)
Bug Fixes
- Previously if a secondary optimizer fails
mmrm will fail. This is fixed now.
- Previously character covariate variables will make
Anova fail. This is fixed now.
mmrm 0.3.10 (2024-01-26)
Miscellaneous
- Fix internal test skipping functions for MacOS R.
mmrm 0.3.9 (2024-01-25)
Miscellaneous
- Fix internal test skipping functions for R versions older than 4.3.
mmrm 0.3.8 (2024-01-24)
New Features
Anova is implemented for mmrm models and available upon loading the car package. It supports type II and III hypothesis testing.
- The argument
start for mmrm_control() is updated to allow better choices of initial values.
confint on mmrm models will give t-based confidence intervals now, instead of the normal approximation.
Bug Fixes
- Previously if the first optimizer failed, the best successful fit among the remaining optimizers was not returned correctly. This is fixed now.
Miscellaneous
- In documentation of
mmrm_control(), the allowed vcov definition is corrected to "Empirical-Jackknife" (CR3), and "Empirical-Bias-Reduced" (CR2).
- Fixed a compiler warning related to missing format specification.
- If an empty contrast matrix is provided to
df_md, it will return statistics with NA values.
mmrm 0.3.7 (2023-12-08)
New Features
- The argument
method of mmrm() now only specifies the method used for the
degrees of freedom adjustment.
- Add empirical, empirical Jackknife and empirical bias-reduced adjusted coefficients
covariance estimates, which can be specified via the new
vcov argument of mmrm().
- Add residual and between-within degrees of freedom methods.
- Add Kenward-Roger support for spatial covariance structures.
- Add
model.matrix() and terms() methods to assist in post-processing.
- Add
predict() method to obtain conditional mean estimates and prediction intervals.
- Add
simulate() method to simulate observations from the predictive distribution.
- Add
residuals() method to obtain raw, Pearson or normalized residuals.
- Add
tidy(), glance() and augment() methods to tidy the fit results into summary tables.
- Add
tidymodels framework support via a parsnip interface.
- Add argument
covariance to mmrm() to allow for easier programmatic access
to specifying the model's covariance structure and to expose covariance
customization through the tidymodels interface.
Bug Fixes
- Previously
mmrm() follows the global option na.action and if it is set
other than "na.omit" an assertion would fail. This is now fixed and hence NA
values are always removed prior to model fitting, independent of the global
na.action option.
- Previously a
model.frame() call on an mmrm object with transformed terms, or new
data, e.g. model.frame(mmrm(Y ~ log(X) + ar1(VISIT|ID), data = new_data),
would fail. This is now fixed.
- Previously
mmrm() always required a data argument. Now fitting mmrm can also use
environment variables instead of requiring data argument. (Note that
fit_mmrm is not affected.)
- Previously
emmeans() failed when using transformed terms or not including the visit
variable in the model formula. This is now fixed.
- Previously
mmrm() might provide non-finite values in the Jacobian calculations,
leading to errors in the Satterthwaite degrees of freedom calculations. This will raise
an error now and thus alert the user that the model fit was not successful.
Miscellaneous
- Use automatic differentiation to calculate Satterthwaite adjusted degrees of freedom,
resulting in 10-fold speed-up of the Satterthwaite calculations after the initial model fit.
- Add an interactive confirmation step if the number of visit levels is too large
for non-spatial covariance structures. Use
options(mmrm.max_visits = ) to specify the
maximum number of visits allowed in non-interactive mode.
- Removed
free_cores() in favor of parallelly::availableCores(omit = 1).
- The
model.frame() method has been updated: The full argument is deprecated and
the include argument can be used instead; by default all relevant variables are
returned. Furthermore, it returns a data.frame the size of the number of observations
utilized in the model for all combinations of the include argument
when na.action= "na.omit".
- Overall, seven vignettes have been added to the package. All vignettes have a slightly
different look now to reduce the size of the overall R package on CRAN.
- The used optimizer is now available via
component(., "optimizer") instead of previously
attr(., "optimizer").
mmrm 0.2.2 (2022-12-20)
New Features
- Add support for Kenward-Roger adjusted coefficients covariance matrix and
degrees of freedom in
mmrm function call with argument method.
Options are "Kenward-Roger", "Kenward-Roger-Linear" and "Satterthwaite"
(which is still the default). Subsequent methods calls
will respect this initial choice, e.g. vcov(fit) will return the adjusted
coefficients covariance matrix if a Kenward-Roger method has been used.
- Update the
mmrm arguments to allow users more fine-grained control, e.g.
mmrm(..., start = start, optimizer = c("BFGS", "nlminb")) to set the
starting values for the variance estimates and to choose the available optimizers.
These arguments will be passed to the new function mmrm_control.
- Add new argument
drop_visit_levels to allow users to keep all levels in visits,
even when they are not observed in the data. Dropping unobserved levels was done
silently previously, and now a message will be given. See ?mmrm_control
for more details.
Bug Fixes
- Previously duplicate time points could be present for a single subject,
and this could lead to segmentation faults if more than the total number of
unique time points were available for any subject. Now it is checked that
there are no duplicate time points per subject, and this is explained also in the
function documentation and the introduction vignette.
- Previously in
mmrm calls, the weights object in the environment where the
formula is defined was replaced by the weights used internally.
Now this behavior is removed and your variable
weights e.g. in the global environment will no longer be replaced.
Miscellaneous
- Deprecated
free_cores() in favor of parallelly::availableCores(omit = 1).
- Deprecated
optimizer = "automatic" in favor of not specifying the optimizer.
By default, all remaining optimizers will be tried if the first optimizer fails
to reach convergence.
mmrm 0.1.5 (2022-10-18)
- First CRAN version of the package.
- The package fits mixed models for repeated measures
(MMRM) based on the marginal linear model without random effects.
- The motivation for this package is to have a fast, reliable (in terms of
convergence behavior) and feature complete implementation of MMRM in R.
New Features
- Currently 10 covariance structures are supported (unstructured; as well as
homogeneous and heterogeneous versions of Toeplitz, auto-regressive order one,
ante-dependence, compound symmetry; and spatial exponential).
- Fast C++ implementation of Maximum Likelihood (ML) and Restricted Maximum
Likelihood (REML) estimation.
- Currently Satterthwaite adjusted degrees of freedom calculation is supported.
- Interface to the
emmeans package for computing estimated marginal means
(also called least-square means) for the coefficients.
- Multiple optimizers are run to reach convergence in as many cases as possible.
- Flexible formula based model specification and support for standard S3 methods such
as
summary, logLik, etc.