Initial Release v0.1.0
StructuralEquationModels v0.1.0
This is a package for Structural Equation Modeling.
It is still in development.
Models you can fit include
- Linear SEM that can be specified in RAM (or LISREL) notation
- ML, GLS and FIML estimation
- Ridge Regularization
- Multigroup SEM
- Sums of arbitrary loss functions (everything the optimizer can handle).
We provide fast objective functions, gradients, and for some cases hessians as well as approximations thereof.
As a user, you can easily define custom loss functions.
For those, you can decide to provide analytical gradients or use finite difference approximation / automatic differentiation.
You can choose to mix and match loss functions natively found in this package and those you provide.
In such cases, you optimize over a sum of different objectives (e.g. ML + Ridge).
This mix and match strategy also applies to gradients, where you may supply analytic gradients or opt for automatic differentiation or mix analytical and automatic differentiation.
You may consider using this package if:
- you want to extend SEM (e.g. add a new objective function) and need an extendable framework
- you want to extend SEM, and your implementation needs to be fast (because you want to do a simulation, for example)
- you want to fit the same model(s) to many datasets (bootstrapping, simulation studies)
- you are planning a study and would like to do power simulations
The package makes use of
- Symbolics.jl for symbolically precomputing parts of the objective and gradients to generate fast, specialized functions.
- SparseArrays.jl to speed up symbolic computations.
- Optim.jl and NLopt.jl to provide a range of different Optimizers/Linesearches.
- FiniteDiff.jl and ForwardDiff.jl to provide gradients for user-defined loss functions.
Registration
What's Changed
- Change interface of model building blocks to be method based by @Maximilian-Stefan-Ernst in #96
- Add documentation and docstrings, change type names by @Maximilian-Stefan-Ernst in #101
- Remove SemForwardDiff by @Maximilian-Stefan-Ernst in #104
- Revise introduction of the package by @aaronpeikert in #106
- registration triggers new release on GitHub/Zenodo by @aaronpeikert in #115
- reduce export footprint of StenoGraph by @aaronpeikert in #119
- fixed typo by @nickhaf in #125
New Contributors
Full Changelog: https://github.com/StructuralEquationModels/StructuralEquationModels.jl/commits/v0.1.0
