Merge branch 'main' into db/instevalfits

Author: palday

.github/workflows/benchmark.yml

@@ -20,7 +20,7 @@ jobs:
         strategy:
           fail-fast: false
         steps:
-          - uses: actions/checkout@v4
+          - uses: actions/checkout@v5
           - uses: julia-actions/setup-julia@v2
             with:
               version: "1"

.github/workflows/current.yml

@@ -26,7 +26,7 @@ jobs:
          - ubuntu-22.04
          - macOS-14 # apple silicon!
     steps:
-      - uses: actions/checkout@v4
+      - uses: actions/checkout@v5
       - uses: julia-actions/setup-julia@v2
         with:
           version: ${{ matrix.julia-version }}

.github/workflows/docs-cleanup.yml

@@ -9,7 +9,7 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - name: Checkout gh-pages branch
-        uses: actions/checkout@v4
+        uses: actions/checkout@v5
         with:
           ref: gh-pages
       - name: Delete preview and history + push changes

.github/workflows/documenter.yml

@@ -21,7 +21,7 @@ jobs:
     name: Documentation
     runs-on: ubuntu-22.04
     steps:
-      - uses: actions/checkout@v4
+      - uses: actions/checkout@v5
       - uses: julia-actions/setup-julia@v2
         with:
           version: 'min'

.github/workflows/minimum.yml

@@ -21,9 +21,9 @@ jobs:
     strategy:
       matrix:
         julia-version: [min]
-        os: [ubuntu-22.04, macos-14, windows-2019]
+        os: [ubuntu-22.04, macos-14, windows-2022]
     steps:
-      - uses: actions/checkout@v4
+      - uses: actions/checkout@v5
       - uses: julia-actions/setup-julia@v2
         with:
           version: ${{ matrix.julia-version }}

.github/workflows/nightly.yml

@@ -24,7 +24,7 @@ jobs:
         julia-arch: [x64]
         os: [ubuntu-latest]
     steps:
-      - uses: actions/checkout@v4
+      - uses: actions/checkout@v5
       - uses: julia-actions/setup-julia@v2
         with:
           version: ${{ matrix.julia-version }}

.github/workflows/spellcheck.yml

@@ -9,7 +9,7 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - name: Checkout Actions Repository
-        uses: actions/checkout@v4
+        uses: actions/checkout@v5
       - name: Check spelling
         uses: crate-ci/typos@master
         with:

.github/workflows/style.yml

@@ -1,38 +1,42 @@
 name: Style-Enforcer
 concurrency:
-  group: ${{ github.workflow }}-${{ github.head_ref || github.run_id }}
+  group: ${{ github.workflow }}-${{ github.ref }}
   cancel-in-progress: true
 on:
   push:
     branches:
       - 'main'
-    tags: '*'
+    tags:
+      - '*'
   pull_request:
     types: [opened, synchronize, reopened, ready_for_review]
-    # note: keep in sync with `format/run.jl`
     paths-ignore:
       - 'README.md'
       - '.gitignore'
 jobs:
   format-check:
-    name: Style Enforcement (Julia ${{ matrix.julia-version }} - ${{ github.event_name }})
-    # Run on push's or non-draft PRs
-    if: (github.event_name == 'push') || (github.event.pull_request.draft == false)
+    name: Julia
     runs-on: ubuntu-latest
-    strategy:
-      matrix:
-        julia-version: [1.6]
     steps:
-      - uses: julia-actions/setup-julia@latest
+      - uses: actions/checkout@v5
+      - uses: julia-actions/setup-julia@v2
         with:
-          version: ${{ matrix.julia-version }}
-      - uses: actions/checkout@v4
-      - name: Instantiate `format` environment and format
+          version: "1"
+      - uses: julia-actions/cache@v2
+      - name: Install JuliaFormatter
+        shell: julia --project=@format --color=yes {0}
         run: |
-          julia --project=format -e 'using Pkg; Pkg.instantiate()'
-          julia --project=format 'format/run.jl'
+          using Pkg
+          Pkg.add(PackageSpec(; name="JuliaFormatter", version="1"))
+      - name: Check formatting
+        shell: julia --project=@format --color=yes {0}
+        run: |
+          using JuliaFormatter
+          paths = ["docs", "src"]
+          isdir("ext") && push!(paths, "ext")
+          format(paths; verbose=true) || exit(1)
+      # Add formatting suggestions to non-draft PRs when "Check formatting" fails
       - uses: reviewdog/action-suggester@v1
-        if: github.event_name == 'pull_request'
+        if: ${{ !cancelled() && github.event_name == 'pull_request' && github.event.pull_request.draft == false }}
         with:
           tool_name: JuliaFormatter
-          fail_on_error: true

NEWS.md

@@ -1,3 +1,26 @@
+MixedModels v5.0.0 Release Notes
+==============================
+- Optimization is now performed _without constraints_. In a post-fitting step, the Cholesky factor is canonicalized to have non-negative diagonal elements. [#840]
+- The default optimizer has changed to NLopt's implementation of NEWUOA where possible. NLopt's implementation fails on 1-dimensional problems, so in the case of a single, scalar random effect, BOBYQA is used instead. In the future, the default optimizer backend will likely change to PRIMA and NLopt support will be moved to an extension. Blocking this change in backend is an issue with PRIMA.jl when running in VSCode's built-in REPL on Linux. [#840]
+- [BREAKING] Support for constrained optimization has been completely removed, i.e. the field `lowerbd` has been removed from `OptSummary`.
+- [BREAKING] A fitlog is always kept -- the deprecated keyword argument `thin` has been removed as has the `fitlog` keyword argument. [#850]
+- The fitlog is now stored as Tables.jl-compatible column table. [#850]
+- Internal code around the default optimizer has been restructured. In particular, the NLopt backend has been moved to a submodule, which will make it easier to move it to an extension if we promote another backend to the default. [#853]
+- Internal code around optimization in profiling has been restructuring so that fitting done during calls to `profile` respect the `backend` and `optimizer` settings. [#853]
+- The `prfit!` convenience function has been removed. [#853]
+
+MixedModels v4.38.0 Release Notes
+==============================
+- Experimental support for evaluating `FiniteDiff.finite_difference_gradient` and `FiniteDiff.finite_difference_hessian of the objective of a fitted `LinearMixedModel`. [#842]
+
+MixedModels v4.37.0 Release Notes
+==============================
+- Experimental support for evaluating `ForwardDiff.gradient` and `ForwardDiff.hessian` of the objective of a fitted `LinearMixedModel`. [#841]
+
+MixedModels v4.36.0 Release Notes
+==============================
+- Automatic application of grouping contrasts now works for `RandomEffectsTerm`s constructed programmatically, e.g. with `(term(1) | term(:g))`. [#836]
+
 MixedModels v4.35.2 Release Notes
 ==============================
 - Update to the `show(::IO, ::MIME, x)` methods for consistent ordering across Julia versions of variance components without associated fixed effects. This may result in change of ordering on existing Julia versions, but ordering will now match the ordering in the default REPL display (and reflect the model internal ordering), [#829]
@@ -642,3 +665,7 @@ Package dependencies
 [#825]: https://github.com/JuliaStats/MixedModels.jl/issues/825
 [#828]: https://github.com/JuliaStats/MixedModels.jl/issues/828
 [#829]: https://github.com/JuliaStats/MixedModels.jl/issues/829
+[#836]: https://github.com/JuliaStats/MixedModels.jl/issues/836
+[#840]: https://github.com/JuliaStats/MixedModels.jl/issues/840
+[#841]: https://github.com/JuliaStats/MixedModels.jl/issues/841
+[#842]: https://github.com/JuliaStats/MixedModels.jl/issues/842

Project.toml

@@ -1,7 +1,7 @@
 name = "MixedModels"
 uuid = "ff71e718-51f3-5ec2-a782-8ffcbfa3c316"
 author = ["Phillip Alday <me@phillipalday.com>", "Douglas Bates <dmbates@gmail.com>"]
-version = "4.35.2"
+version = "5.0.0-DEV"
 
 [deps]
 Arrow = "69666777-d1a9-59fb-9406-91d4454c9d45"
@@ -31,9 +31,13 @@ Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
 TypedTables = "9d95f2ec-7b3d-5a63-8d20-e2491e220bb9"
 
 [weakdeps]
+FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 PRIMA = "0a7d04aa-8ac2-47b3-b7a7-9dbd6ad661ed"
 
 [extensions]
+MixedModelsFiniteDiffExt = ["FiniteDiff"]
+MixedModelsForwardDiffExt = ["ForwardDiff"]
 MixedModelsPRIMAExt = ["PRIMA"]
 
 [compat]
@@ -45,6 +49,8 @@ DataAPI = "1"
 DataFrames = "1"
 Distributions = "0.21, 0.22, 0.23, 0.24, 0.25"
 ExplicitImports = "1.3"
+FiniteDiff = "2.27"
+ForwardDiff = "1"
 GLM = "1.8.2"
 InteractiveUtils = "1"
 JSON3 = "1"
@@ -57,6 +63,7 @@ PooledArrays = "0.5, 1"
 PrecompileTools = "1"
 ProgressMeter = "1.7"
 Random = "1"
+RegressionFormulae = "0.1.3"
 SparseArrays = "1"
 StableRNGs = "0.1, 1"
 StaticArrays = "0.11, 0.12, 1"
@@ -76,11 +83,14 @@ julia = "1.10"
 Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
 ExplicitImports = "7d51a73a-1435-4ff3-83d9-f097790105c7"
+FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 PRIMA = "0a7d04aa-8ac2-47b3-b7a7-9dbd6ad661ed"
+RegressionFormulae = "545c379f-4ec2-4339-9aea-38f2fb6a8ba2"
 StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
 Suppressor = "fd094767-a336-5f1f-9728-57cf17d0bbfb"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Aqua", "DataFrames", "ExplicitImports", "InteractiveUtils", "PRIMA", "StableRNGs", "Suppressor", "Test"]
+test = ["Aqua", "DataFrames", "ExplicitImports", "FiniteDiff", "ForwardDiff", "InteractiveUtils", "PRIMA", "RegressionFormulae", "StableRNGs", "Suppressor", "Test"]