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fix: improve convergence speed and robustness in EM estimation (#1)#2

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TianzhuQin wants to merge 6 commits into
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Open

fix: improve convergence speed and robustness in EM estimation (#1)#2
TianzhuQin wants to merge 6 commits into
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Summary

Fixes #1 — convergence speed and robustness improvements for the EM-based estimation pipeline.

Changes

  • Warm-start CV loop (R/cv.R): Reuses fitted values from previous r/lambda candidate as starting point
  • Preserve burn-in progress (src/ife_sub.cpp): Retains converged burn-in solution instead of resetting to Y0
  • Multi-start initialization (R/support.R, R/cv.R, R/default.R): New n.init parameter for robustness
  • Convergence diagnostics (src/ife_sub.cpp, src/ife.cpp, R/cv.R, R/fe.R): converged flag + R-level warning

Backward Compatibility

Default behavior (n.init = 1) is numerically identical to previous version.

Validation

  • All 586 existing tests pass
  • 28 new test scenarios pass
  • Reviewer verdict: PASS WITH NOTE

Generated by StatsClaw automated workflow.

xuyiqing and others added 2 commits March 30, 2026 22:13
Add gsynth callout tip, link gsynth/panelView user manuals, fix table alignment and minor formatting.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Add warm-start CV loop reusing fitted values across r/lambda candidates
- Preserve burn-in progress in weighted IFE estimation (remove Y0 reset)
- Add multi-start initialization via perturbedFit() and n.init parameter
- Add convergence diagnostics: converged flag in C++ + R-level warning
- Update man/fect.Rd for n.init parameter, add rnorm to NAMESPACE

All 586 existing tests pass. Default behavior (n.init=1) is numerically
identical to previous version.

Fixes #1
TianzhuQin and others added 4 commits April 1, 2026 20:56
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…reps)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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2 participants