Taking weighting seriously - #487

Merged

nalimilan merged 240 commits into

JuliaStats:masterfrom

gragusa:JuliaStats-master

Dec 23, 2025

Commits on Jun 10, 2022

WIP
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Commits on Jun 15, 2022

WIP
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Commits on Jun 17, 2022

Taking weights seriously
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Commits on Jun 18, 2022

WIP
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Commits on Jun 21, 2022

Taking weights seriously
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Merge branch 'master' of https://github.com/JuliaStats/GLM.jl into JuliaStats-master
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Commits on Jun 22, 2022

Add depwarn for passing wts with Vector
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Cosmettic changes
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WIP
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Fix loglik for weighted models
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Commits on Jul 15, 2022

Fix remaining issues
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Final commit
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Merge branch 'master'
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Fix merge
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Commits on Jul 16, 2022

Fix nulldeviance
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Bypass crossmodelmatrix drom StatsAPI
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Commits on Sep 5, 2022

AbstractWeights are required to be real

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Update src/glmfit.jl

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Apply suggestions from code review

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Merge pull request #2 from JuliaStats/master
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Throw error if GlmResp are not AbastractWeights
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Addressing review comments
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Reexport aweights, pweights, fweights
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Commits on Sep 6, 2022

Fixed remaining issues with null loglikelihood
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Fix nullloglikelihood tests
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Do not dispatch on Weights but use if
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Do not dispatch on Weights use if
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Fix inferred test
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Use if instead of dispatching on Weights
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Commits on Sep 7, 2022

Add doc for weights and fix output
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Fix docs failures
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Fix pweights stderror even for rank deficient des
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Add test for pweights stderror
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Export UnitWeights
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Fix documentation
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Mkae cooksdistance work with rank deficient design
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Test cooksdistance with rank deficient design
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Commits on Sep 8, 2022

Fix CholeskyPivoted signature in docs
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Make nancolidx v1.0 and v1.1 friendly
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Commits on Sep 9, 2022

Fix signatures
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Correct implementation of momentmatrix
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Test moment matrix
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Commits on Sep 23, 2022

Apply suggestions from code review

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Commits on Sep 24, 2022

Deals with review comments
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Small fix
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Fix vcov dispatch for vcov
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Fix dispatch of _vcov
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Fix weighted keyword in modelmatrix
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perf in nulldeviance for unweighted models
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Merge branch 'JuliaStats-master' of github.com:gragusa/GLM.jl into JuliaStats-master
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Commits on Oct 19, 2022

Fixed std error for probability weights
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Commits on Oct 20, 2022

Getting there (& switch Analytics to Importance)
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.= instead of copy!
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Remove comments
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Commits on Oct 23, 2022

Speedup cooksdistance
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Commits on Oct 24, 2022

Revert back to AnalyticWeights
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Add extensive tests for AnalyticWeights
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Add extensive tests for AnalyticWeights
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Commits on Oct 25, 2022

Delete scratch.jl
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Commits on Nov 15, 2022

Follow reviewer suggestions [Batch 1]
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probability weights vcov uses momentmatrix
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Fix ProbabilityWeights vcov and tests
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Commits on Nov 17, 2022

Use leverage from StasAPI
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Commits on Dec 20, 2022

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Commits on Dec 29, 2022

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Commits on Jun 16, 2023

Merge branch 'master' of github.com:JuliaStats/GLM.jl into JuliaStats-master
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Commits on Nov 19, 2024

Merge branch 'master' into JuliaStats-master
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Fix testing issues
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Commits on Nov 25, 2024

Added tests for ftest. They throw for pweights
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Make ftest throw if a model weighted by pweights is passed
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Fix how loglikelihood throws for pweights weighted models
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Merge branch 'master' of github.com:JuliaStats/GLM.jl into JuliaStats-master
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Remove StatsPlots dependence.
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Fix weighting with :qr method.
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Commits on Dec 11, 2024

Add filter to jldoctest string
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Fix problem with docstrings
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Commits on Dec 12, 2024

Update docs/src/index.md

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Remove trailing white spaces
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Add mention of UnitWeights in the weights discussion
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Add tests for dropcollinear=false
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Minor cosmethic changes
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Add weighting information in COMMON_FIT_KWARGS_DOCS
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Commits on Dec 13, 2024

Add test for leverage
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[wip] work on leverage
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Use inverse
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Test leverage
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Comment cookdistance
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leverage returns a vec
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Fix cookdistance return type
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Commits on Dec 18, 2024

Update docs/src/index.md

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Commits on Mar 31, 2025

Adress outstanding issues
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Merge branch 'JuliaStats-master' of github.com:gragusa/GLM.jl into JuliaStats-master
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Commits on Apr 11, 2025

Merge branch 'master' into JuliaStats-master
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Merge recent PRs
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Commits on Apr 12, 2025

The final frontier
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The true final frontier
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Commits on Apr 13, 2025

Dealete dead code
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Commits on Apr 14, 2025

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Commits on Apr 15, 2025

General cleanup [ci skip]
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Add tests [ci skip]
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Fix sparse GLM
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Changes to make sparse reuse code
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Add tests for sparse and other corner cases
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Do not access private API for weights [no ci]
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Re-add description of weights
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Remove leftover [no ci]
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Update probability_weights.jl
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Commits on Apr 16, 2025

Fix test_logs of warning in the binomial case
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Commits on Apr 18, 2025

Update src/glmtools.jl [no ci]

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Add test for Sparse LM with probability weighted
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Implement cookdistance for glm. More testing.
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Last commit.
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Test residuals
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Correct how we test for wts
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Commits on Apr 19, 2025

Fix negbin and add more tests
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Commits on Apr 21, 2025

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Commits on Apr 23, 2025

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Fix comment in GlmResp
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Commits on Apr 29, 2025

Fix formatting [noci]
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Remove loglil_apweights_obs for Bernoulli and Binomial
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Commits on Apr 30, 2025

Update src/lm.jl [no ci]

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Commits on Dec 11, 2025

Address PR review comments: remove GLM. prefix and fix doctest [no ci]
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Commits on Dec 14, 2025

Address reviewer comments
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Make loglik_obs dispatch on weights type
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Commits on Dec 15, 2025

Fix formatting
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Add missing tests
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Fix running coverage
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Commits on Dec 18, 2025

Commits on Dec 19, 2025

Commits on Dec 22, 2025

Fix doctest
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Run JuliaFormatter
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Do not export weights constructors
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Clean up `wts` argument type
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Fix doctest
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Commits on Dec 23, 2025

Merge remote-tracking branch 'origin/master' into JuliaStats-master
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