Changelog • crs

crs 0.15-46

CRAN release: 2026-08-19

Retired the duplicated demo/spline.R implementation and its release-time copy step. The constrained mean, first-derivative, second-derivative, and bootstrap-test demos already use the exported crshat() operator backed by the canonical package implementation, so fitted and constraint arithmetic are unchanged while the package no longer ships a second copy of its spline engine.
Added the opt-in observed native NOMAD solve interface used by downstream packages for throttled progress heartbeats during long objective evaluations. The versioned C API reports evaluation and cooperative-activity events out of band, preserves the numerical solve and cache/accounting contracts, disables only observation after ordinary observer errors, and converts explicit user interruption into an orderly native stop. The original native solve entry point remains source- and binary-compatible.
Hardened the public clsd() scalar-condition contract for elastic.max and NOMAD. Ambiguous vectors, empty values, missing values, and values which cannot be interpreted by the historical scalar operator semantics now fail early with argument-specific errors; valid logical and numeric scalar controls retain their existing search routes and fitted results.
Modernized crsiv() and crsivderiv() with training-grid formula/data interfaces (y ~ z | w and y ~ z | w | x), one authoritative row map for subset/NA/weights/starting values, collision-safe internal role names, and namespaced IV metadata. Added selected-state fitted(), residuals(), and predict() semantics, structured summaries, corrected original-response plot overlays, and self-contained formula-based examples. Native evaluation interfaces and established CRS post-fit projection remain available; formula-time evaluation and formula-object newdata are deliberately deferred and fail clearly.
Corrected fitted-value centering throughout crsivderiv() so both empirical terms of the Equation (14) adjoint use the same fitted conditional-residual vector. The initial adjoint had centered its second term on the raw residual, while the constructed-residual route also averaged the wrong constructed quantity in both initial and recursive states. This can materially change derivative trajectories, stopping states, and fitted curves, and removes catastrophic finite-sample losses observed under the malformed constructed-residual adjoint.
Made crsivderiv() Landweber-Fridman states coherent with the estimator definition: iteration N now stores the matched derivative, integrated curve, and stopping criterion after exactly N updates. Explicit starting.values are the state used immediately before update 1, without a hidden preliminary update. Returned phi and phi.prime, the reported iteration, and the summary stopping value now all refer to the selected state. This corrects the previous one-column mismatch between the curve and derivative histories; results can change when that mismatch affected state selection or extraction.
Corrected the private Gaussian integral operator used by crsivderiv() so the empirical adjoint applies the ordinary kernel CDF required by Equation
1. of Florens, Centorrino, and Racine. The helper had multiplied the CDF average by the continuous bandwidth, producing the same malformed scaling implicated in np issue #57. Other spline fitting, bandwidth, stopping, optimizer, and public helper behavior is unchanged.
Hardened the observed native NOMAD interface so explicit user interruption has a dedicated status after orderly native cleanup, ordinary observer errors remain fail-open, and a failed callback cannot expose unwritten black-box output memory. Existing native ABI values, layouts, callable names, and successful-run numerical/accounting behavior are unchanged.
Hardened native NOMAD interruption by limiting the operating-system signal handler to signal-safe state capture, consuming interruption from ordinary solver control flow, and restoring the prior process handler before return. Interrupt status now takes precedence when a solve is interrupted after an earlier callback failure, and R-callback failures retain their first trapped diagnostic in the bounded result message.

crs 0.15-45

CRAN release: 2026-06-26

Improved mixed-data cross-validation efficiency by using a guarded weighted least-squares Gram/Cholesky solve with QR/SVD fallback for kernel and factor spline CV routes. The change covers cv.ls, cv.gcv, and cv.aic for additive, tensor, and GLP bases consistently across weighted and unweighted mean-regression CV, while preserving the existing rank, fallback, and objective contracts.
Restored the GLP model-matrix column oracle used to select generalized local-polynomial interactions while retaining compiled column-product construction, preserving GLP stability and shape compatibility.
Improved categorical-kernel mean fit and evaluation efficiency by reusing the guarded weighted least-squares Gram/Cholesky primitive for the non-quantile prediction ingredients when model.return=FALSE, covering additive, tensor, and GLP bases consistently across weighted and unweighted routes while preserving fitted values, intervals, standard errors, hatvalues, rank, and residual degrees of freedom.
Improved categorical-kernel mean-gradient efficiency by reusing the same guarded weighted least-squares Gram/Cholesky primitive for non-quantile derivative solves in training and evaluation routes. The change covers additive, tensor, and GLP bases consistently across weighted and unweighted routes while preserving derivative estimates and normal-approximation intervals to numerical roundoff.
Changed the public crs.formula() NOMAD evaluation-budget default max.bb.eval to NULL, allowing crs() to choose route-specific defaults after route selection. Continuous-only frscvNOMAD searches now default to max.bb.eval=10000, while kernel/categorical krscvNOMAD searches default to max.bb.eval=1000. These defaults were set on the basis of simulation evidence and real-world applications; explicit user-supplied values continue to override the route defaults.
Repaired public-wrapper consistency so crs() forwards NOMAD search controls to frscvNOMAD consistently with krscvNOMAD, including random.seed, max.bb.eval, integer mesh/frame geometry controls, and quantile level tau.
Made NOMAD multistart generation invariant to progress/display settings in frscvNOMAD and krscvNOMAD, so enabling or suppressing optimizer progress no longer changes the starting-value geometry or fitted result.
Implemented independent native NOMAD restart sweeps for CRS cross-validation searches, preserving the public multistart contract while keeping restart diagnostics explicit.
Added public max.eval control for NOMAD point-lookup budgets and changed continuous-only frscvNOMAD defaults so MAX_EVAL and MAX_BB_EVAL can be controlled independently. The default point-lookup cap for continuous-only CRS NOMAD searches is now 1000, reducing duplicate NOMAD cache lookups while preserving the established black-box evaluation budget.
Clarified NOMAD cache reporting in summaries. User-facing output now distinguishes true objective/function evaluations from repeated NOMAD point lookups avoided by the native cache.
Added elapsed-time recording and reporting for CRS cross-validation and summary paths using wall-clock elapsed time rather than user CPU time.
Modernized CRS plot methods toward the current np plot interface. plot.crs() now displays fitted mean/quantile functions by default, accepts NP-style controls such as errors, band, B, output, data_overlay, data_rug, perspective, renderer, and view, and supports transparent viridis base surfaces, base rotation, rgl surface extras, data overlays, rugs, and fitted-surface asymptotic/inid-bootstrap intervals. Legacy CRS plot switches such as ci, mean, plot.rug, and plot.errors.* now fail fast with NP-interface guidance.
Hardened CRS plot argument validation and public plot contracts. Unsupported controls now fail explicitly rather than being silently ignored, categorical plot rendering and legends are aligned more closely with np, and CRS gradient plots now support refit and wild-bootstrap intervals where defined.
Repaired explicit derivative handling in predict.crs() so caller-supplied derivative orders are honored rather than bypassed by the fitted-object fast path.
Expanded the crs_nomad_api help page with package-author guidance, direct C-callback and R-callback bridge skeletons, and explanations of the most important native result fields.

crs 0.15-44

CRAN release: 2026-06-01

Added the final package-author native NOMAD C API (crs_nomad_solve) with C and R callback modes, explicit option arrays, generated starts, multistart support, budget handling, mesh-size array options, interrupt handling, and deterministic seed behavior for downstream packages.
Exposed NOMAD native cache counters from snomadr() (cache.hits, cache.size, callback.evaluations, and total.evaluations) so downstream callers can distinguish true R callback evaluations from points satisfied by NOMAD’s cache without changing optimizer behavior.
Hardened native NOMAD API contracts by rejecting cache-off native solves, mirroring infinite objective handling, documenting main-thread affinity for R callback routes, and tightening named-list validation in native helpers.