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Changelog

Source: NEWS.md

nlmixr2est 4.1.1

CRAN release: 2025-10-09

  • Request nlmixr2est’s pre-processing hooks for augPred(), vpcSim() and $simInfo, which fixes augPred in cases where etas=0 are used in nlmixr2 (#587)

  • Fix scale.h so that scaleType="none" does not also require scaleTo=0

  • Request Armadillo 15 with the special flag in the new RcppArmadillo

  • Fix focei without etas (and without log-likelihood normal) to run ELS (See #590).

  • Change the IOV implementation (#596):

    • Now shows estimates as CV% or sd without shrinkage calculation.
    • Allow different forms of iov estimation, controlled by iovXform.
    • Retains the iov parameter(s) in the output data.frame.
    • With iov, the $omega shows a list of variability by the conditioning variable(s).
    • fit$iov will show the IOV deviations by the conditioning variables(s) with the exception of id
    • IOV models can be used in other estimation methods and inherits the ETA values.

  • Added $etaMat method for nlmixr2 fits to give the value that needs to be passed between each estimation method (related to iov #596)

nlmixr2est 4.1.0

CRAN release: 2025-08-29

  • Updated inferring the estimation method from the control object. Requires the control object to have a class of length one and match the estimation method. For example foceiControl() would assume that the estimation method is related to focei.

  • Changed Rstudio completion to not evaluate (in case it gets turned on for data.frames) (See #568)

  • Turned on data completion for items like $fitMergeInner

  • Breaking change: Changed the estimation method posthoc to add tables and calculate the covariance by default. It is now a method with it’s own control, posthocControl(). As previously the default is not to include the interaction term (but you can turn it on with posthocControl(interaction=TRUE)).

  • Added foceControl(), foControl() and foiControl() for the foce, fo and foi methods, respectively. They try to convert the related control structures to the correct control structure for the estimation method.

  • Added iov support for focei, foce, and saem (#614)

  • Added new estimation method agq which uses adaptive Gauss-Hermite Quadrature to fit a nonlinear-mixed effect model. In this method, you can choose the number of quadrature points to estimate the likelihood, with higher numbers giving more accurate likelihoods. The AGQ implementation in nlmixr2est allows you to specify the number of quadrature points via the agqControl() function, and supports both single and multiple subject models. This method is particularly useful for models where accurate likelihood estimation is critical.

  • Also added a laplace method which is the same as agq with 1 node (and is numerically the same as focei, foce or log-likelihood focei/laplace, etc), but uses the agq routine.

  • Fixed saem mu-reference display by not compressing the internal item saem0.

nlmixr2est 4.0.2

CRAN release: 2025-07-24

  • The loading and unloading of DLLs has been minimized in this version of nlmixr2est. This avoids loading/reloading the same DLLs and causing the CRAN mac m1 ASAN/USBAN false positive issue observed in CRAN.

  • Additionally a new function nlmixr2fix(fit) has been added to nlmixr2est. It attempts to make the fit loaded from a different version of nlmixr2 compatible with nlmixr2 4.0. It also prints out the versions of nlmixr2 that were used when creating this fit. With this information you are more likely to find a way to use the fit in your current session (or in an old session). (Issue #562)

nlmixr2est 4.0.1

CRAN release: 2025-07-19

  • Initialize lbfgsb3 error message to an empty string to address valgrind finding (as requested by CRAN).

nlmixr2est 4.0.0

CRAN release: 2025-07-15

  • When using a model to start a new focei model, the ETAs from the last fit are used as the starting point. Now you can use foceiControl(etaMat=NA) to skip this and use eta=0 for all items.

  • When using foceiControl(etaMat=fit), this will extract the ETAs from a fit for use in the next optimization.

  • When using a foceiControl(etaMat=) option nlmixr2 no longer only evaluates the inner problem with the etaMat value.

  • Add mceta option to "focei".

    • mceta=-1 is the default; the eta restarts at the best eta from the last step to start the inner optimization.
    • mceta=0 the eta starts at 0 to start the inner optimization.
    • mceta=1 the eta starts at either 0 or the best eta, which ever gives the lowest objective function to start the inner optimization.
    • mceta=n under the assumption of omega sample n-1 eta values and use the lowest objective function of eta sampled, last best eta and eta=0 to start the inner optimization.

  • Fix Rstudio print (issue #536)

  • Support rxode2’s new +var() definition in saem

  • Support literal fixing of residuals (#524). All methods that support a literal fix of residuals have an option literalFixRes which defaults to TRUE. To get the behavior from older models you can use literalFixRes=FALSE

nlmixr2est 3.0.4

CRAN release: 2025-02-18

  • More robust covariance calculation in focei.

  • Allow hook mechanism to handle piped arguments.

  • Fix for when output message from optimizing doesn’t print well (#325)

nlmixr2est 3.0.3

CRAN release: 2025-01-18

  • Moved data check for covariates and required data items to a pre-processing step. This fixes #499. Each method that needs to have a covariate check needs to have a property covPresent. For example to apply the covariate data check to the focei method you need attr(nlmixr2Est.focei, "covPresent") <- TRUE.

  • Bug fix for non-mu referenced etas when combined with mu referenced covariate values. (See #498)

  • Changed option for "saem" to have literalFix=FALSE. This makes mu-referencing work better when fixing a population value.

nlmixr2est 3.0.2

CRAN release: 2024-11-23

  • Fix bug where models where omega boundary warnings caused problems in estimation (#490)

  • Created a new api for pre-processing ui, allowing adding arbitrary hooks. As written now, this includes literal fix and zero omega as well as added the new rxode2 ui processing.

  • Fixed compilation to only use -I in most systems for maximum compatibility

nlmixr2est 3.0.1

CRAN release: 2024-10-22

New features

  • Now when optimizing only a single parameter with focei-family, will change to use stats::optimize() for the outer problem (#481)

  • When estimating with all fixed population parameters, do a posthoc estimation.

  • Internally removed assignInMyNamespace() replacing with nlmixr2global, which fixes some edge case bugs where the nlmixr2 environment was not reset properly.

  • Treated edge case where all initial parameters are zero and change scaling from scaled to unscaled (#486)

  • Added mu4 referencing that will change string expressions to rxode2 numeric values. This allows derived strings to also be treated as mu expressions (#484)

Bug Fixes

  • Fix focei covariance step when many omega values are fixed #482

nlmixr2est 3.0.0

CRAN release: 2024-09-18

  • No binary linking to rxode2, lbfgsb3c and n1q1, which means that updating these will not make nlmixr2est crash without recompiling.

  • New mu3 referencing will take context from the model to see if the algebraic expression can be completed from defined model variables; These variable would have to be unique.

nlmixr2est 2.2.2

CRAN release: 2024-05-28

Breaking changes

  • Saem non-mu reference input parameters/covariates were fixed so they work correctly with fixed parameters (Issue #445)

  • Focei changed back to having a lower bound for standard deviations when not specified. This means that best model fits may change. You can revert to the old settings by using foceiControl(sdLowerFact=0.0). You can also change the factors to other values than the default value, that is foceiControl(sdLowerFact=0.000001) for instance which would multiply the initial value by 0.000001 when either the lower bound isn’t specified or the lower bound is specified as zero for the error estimates related to error-based standard deviations.

  • In nlmixr2, expressions are optimized. Because of that optimization, numerical rounding differences can cause different directions in optimization when fixing parameters in the model vs. fixing the parameters manually.

    This means that the fixed parameters in a model vs hard-coded fixed parameters could give different values in the final model.

    A new option literalFix was introduced which change the fixed population parameters to constants in the model while running the optimization. This makes the output of fixing within the model and fixing manually the same (which is what is likely expected). The default is for this to be turned on (ie. literalFix=TRUE). You can get back the old behavior by using the option literalFix=FALSE.

  • In saem, the monte-carlo sampling occurs for all parameters including non-informative ETAs. A fix ensure that non-informative etas in saem are fixed to zero while sampling the phi values. This may change results for models with uninformative etas. To ignore the uninformative etas with saem you ca use use the prior saem handling with saemControl(handleUninformativeEtas=FALSE).

New features

  • Gracefully degrade when $cov is not in the right form (see #423)

  • Add support for PopED in place solving (used in babelmixr2)

  • If est=foceiControl() or other nlmixr2 control with the class foceiControl infer the estimation method is focei

  • Add back the warnings when estimation methods ignore the boundaries

  • When using rxSolve, now respects the values from tableControl() (#465 and #297)

Bug fixes

  • Will emit warnings when the return object is not a nlmixr2 fit (#453)

Other things

  • Moved actual code of some matrix libraries to lotri and import them via function pointers

nlmixr2est 2.2.1

CRAN release: 2024-01-31

  • Align with the possibility that linCmt sensitivities may not be present (like intel c++)

Bug fix

  • focei cache needs to be based on the parameter order as well as the model information (#415)

nlmixr2est 2.2.0

CRAN release: 2023-12-12

New Features

  • Algebraic mu referencing has been implemented in nlme and saem.

  • New estimation method “nlm” has been added to estimate population only likelihoods using stats::nlm and possibly return a standardized nlmixr2 fit.

  • New estimation method “nls” has been added to estimate population only problems. This uses minpack.lm::nlsNM by default if present, or the stats::nls

  • New estimation method “optim” has been added to estimate population only likelihoods. This uses stats::optim and returns a standardized nlmixr2 fit.

  • New estimation method “nlminb” has been added to estimate population only likelihoods. This uses stats::nlminb and returns a standardized nlmixr2 fit.

  • New estimation methods from the minqa package: “bobyqa”, “uobyqa” and “newuoa” have been added to estimate population only likelihoods. These methods returns a standardized nlmixr2 fit.

  • New estimation method “lbfgsb3c” to estimate population only likelihoods. This returns a standardized nlmixr2 fit.

  • New estimation method “n1qn1” to estimate population only likelihoods. This returns a standardized nlmixr2 fit.

  • Added new feature for vpcSim() where a minimum number of subjects are simulated from the model when trying to fill in ODEs that were not solved successfully. By default this is 10. This also works-around a bug when there is only one subject simulated and the data.frame has a slightly different output.

Breaking changes

  • Removed fit$saemTransformedData since it isn’t actually used in saem anymore (but will break anyone’s code who is using it)

  • Now the internal function .foceiPreProcessData() requires the rxode2 control rxControl() because some of the new steady state lag features need to translate the data differently based on rxControl() options.

Bug fixes

  • Printing models with correlated omega values and omega values fixed to zero no longer fails (#359)

  • Add back values for $parHistData (#368)

  • This requires a new rxode2 which will fix multiple endpoint issues observed (#394)

  • Manual back-transformed values in $parFixed are now displaying correctly and are calculated based on the confidence interval in the control instead of 95% confidence no matter what (#397)

Other changes

nlmixr2est 2.1.8

CRAN release: 2023-10-08

  • Version bump and a minor documentation update (same as nlmixr2est 2.1.7). This version bump is to simply allow correct binary linkage to rxode2 2.0.14. Otherwise nlmixr2 models will crash R.

nlmixr2est 2.1.7

CRAN release: 2023-09-18

  • As requested by CRAN, remove Rvmmin

  • Values in $parFixed for BSV without exponential transformation are now correctly shown (#366)

nlmixr2est 2.1.6

CRAN release: 2023-05-25

Breaking changes

  • Since rxode2 now allows simulation with omega having diagonal zero elements, $omega and $omegaR now reflects this information including the zero omega elements in the output. On the other hand, the other eta-information and standard error information for zero etas are still excluded in $phiR, $phiSE, $eta etc.

Bug fixes

  • vpcSim() works when an eta value is fixed to 0 (#341)

  • augPred() now consistently uses the simulation model (instead of the inner model used for CWRES calculation).

Other changes

  • Dropped dependence on orphaned package ucminf

nlmixr2est 2.1.5

CRAN release: 2023-04-22

  • Add $fitMergeFull, $fitMergInner, $fitMergeLeft, $fitMergeRight as a complement to $dataMergeFull, $dataMergInner, $dataMergeLeft, $dataMergeRight. The fit variants prefer columns in the fit dataset instead of the original dataset. This is useful for goodness of fit plots with censoring since the DV in the fit simulates values under the ipred/residual assumption and will give more appropriate goodness of fits, otherwise these values are the limit of whatever censoring is applied

  • Moved the mu reference fix for the split mu referenced model here (from babelmixr2)

nlmixr2est 2.1.4

CRAN release: 2023-04-02

  • Breaking change, now calculate condition number based on covariance and correlation, the names have changed to be more explicit. conditionNumber changed to conditionNumberCov and a new metric conditionNumberCor has been added.

  • A bug in boundary value detection prevented automatic covariance calculation with FOCEi estimation (#318)

  • Fix vpcSim so that it will be a bit more robust when it is difficult to simulate.

  • A bug in model piping which did not allow models to be appended to was fixed (rxode2#364)

  • An internal change was made in nlmixr2.rxUi() to better support the babelmixr2 PKNCA estimation method (babelmixr2#75)

  • Fixed bug where $iniUi did not return the initial ui when running non focei related methods. Also added alias of $uiIni to the same function.

  • Dropped Stan headers for this package, also updated to C++17

nlmixr2est 2.1.3

CRAN release: 2022-11-10

  • Allows $etaH and related family to be integrated into a saem fit if cwres is calculated.

  • Fixed a bug where nlmixrLlikObs in the merged dataset is sometimes named llikObs, now it is always named nlmixrLlikObs

  • Fixed a bug where nlmixrLlikObs shows up in merged dataset when cwres is not calculated (it was always 0), also allow cwres calculation to pick up nlmixrLlikObs in merged dataset.

  • Dropped dparser dependency

nlmixr2est 2.1.2

CRAN release: 2022-11-02

  • Fixes $etaH memory corruption so the standard errors of etas are now correct

  • Removed the memory requirements for focei by neta*neta*nsub

  • Fixed character based covariates so the work correctly (again) with focei. Added a test for this as well.

nlmixr2est 2.1.1

CRAN release: 2022-10-22

  • Fixes $dataMergeInner so that observation-based log-likelihoods work with infusions. Should fix tests with ggPMX

  • Fixes $etaSE and $etaRSE to work correctly when there is only 1 eta.

  • Fixes npde valgrind observed on CRAN machines

nlmixr2est 2.1.0

CRAN release: 2022-10-19

Breaking changes

FOCEi

  • Gill forward differences will not repeat now (by default), You can change back to prior behavior with foceiControl(repeatGillMax=3)

  • Number of sticky recalculation is reduced to 4; to have the old behavior use foceiControl(stickyRecalcN=5)

  • n2ll has been changed to ll to specify individual log-likelihoods. This was only used in simulation and was not well documented.

  • Generalized log-likelihood is only supported with rxode2 2.0.8 or later.

FOCEi covariance calculation

  • The S matrix calculation was made a bit more robust to errors in individual gradients. When there are errors in the individual gradient calculation, assume the gradient is the same as the overall gradient. In the tests cases, were reasonable using this adjusted S matrix. This means if some individuals do not have very much data to support a specific parameter, a S matrix calculation for the population will still be generated. When there is some patients/subject combinations that do not have sufficient data, we will add the following to the run information: S matrix had problems solving for some subject and parameters. The S matrix calculation will still fail if the percentage of parameters that are being reset is lower than foceiControl(smatPer=0.6) or whatever you specify.

  • The r,s covariance matrix will now also check for unreasonably small values (controlled by foceiControl(covSmall=...)) and select a different covariance estimate method even when the “r” and “s” matrices are calculated “correctly”.

New features

  • What type(s) censoring (if any) is now stored in fit$censInformation

  • Standard errors of $etas can now be obtained with fit$phiSE, also available are fit$phiRSE (relative standard error), fit$phiH, (individual hessian), fit$phiC (individual covariances), fit$phiR (individual correlation matrices)

  • Can also use Shi 2021 differences in addition to Gill differences. In our tests (using the same datasets as CPT) these produced worse estimates than the Gill 1983, though it is unclear why since it should be a faster more accurate method. A modified version is used in calculating the individual Hessians of numerically for the generalized likelihood approach.

  • Generalized likelihood estimation is now present in nlmixr2est for focei, foce and posthoc

  • nmNearPD() is a function you may use for nearest positive definite matrix. This is derived from Matrix::nearPD() but is implemented in C/C++ to be used in (possibly threaded) optimization.

  • Individual Hessians can be accessed by $phiH, covariance by $phiC, eta standard errors by $phiSE and eta RSEs can be accessed by $phiRSE. There are eta aliases for these as well ($etaH, $etaC, $etaSE, and $etaRSE).

  • Can now access the individual point’s contribution to the overall likelihood when merging to the original dataset. These merges can be accessed with $dataMergeFull, $dataMergeLeft, $dataMergeRight, and $dataMergeInner. The columns with the individual data column is nlmixrLlikObs.

    To calculate the total focei/foce objective function, the sum of the likelihoods still need to be adjusted by the omega/eta contribution, and the individual Hessians, and possibly the NONMEM objective function offset constant.

Censoring fixes

  • Fixed bug where datasets with censoring that are not lower case cens and limit do not produce the correct table output (#180)

FOCEi updates

  • Resets now scale properly when a value is simulated outside the limit
  • Models with zero gradients on the first step now switch to bobyqa by default. With this, it is more important to examine the model parameters and fits for plausibility.

nlmixr2est 2.0.8

CRAN release: 2022-06-22

New features

  • Add pd/npd as an output as well as npd/npde

SAEM bug fix

  • When loading a nlmixr2 “saem” fit from another R session, nlmixr2 will no longer crash with fit$objf

NPDE/NPD fixes

  • NPDE was identical to NPD even with correlated models, this was fixed (prior output was actually NPDE).

Censoring fixes

  • FOCEi censoring fixes:
    • M4 method equation bug fix
    • M4 method derivative change based on equation fix
    • M2 method added missing derivative
    • Censoring already dTBS
  • SAEM Censoring fixes:
    • SAEM method M4 method equation bug fix
    • Censoring limit changed to dTBS
  • Censoring handling was unified

Internal changes

  • Added ui$getSplitMuModel which is used in babelmixr2 and will be used in the refined stepwise covariate selection of nlmixr2extra

  • Added work-around to remove _nlmixr2est_RcppExport_registerCCallable since the registering of C callable are handled manually at the moment.

nlmixr2est 2.0.7

CRAN release: 2022-05-23

  • Use .zeros() for the matrices in armadillo in addition to relying on calloc to give zero matrices.

  • Fixed one uninitialized object

  • Fix for augPred so it works on population only models

  • nlme no longer sets options to treat all covariates as non mu-referenced covariates, but directly calls a function that can turn on or off the mu-reference covariate selection.

  • vpcSim now tries to simulate IDs that didn’t simulate correctly (with a warning)

  • Export nmObjHandleControlObject

nlmixr2est 2.0.6 – new package

CRAN release: 2022-05-12

nlmixr2est contains the estimation functions within nlmixr2.

FOCEI family changes

  • Remove lower level foceiFit function. Focei, foce, fo, foi, and posthoc now directly takes rxode2 ui objects

  • New error types are supported in focei including mixing theta and etas in residual errors and different types of proportional errors

  • Different types of additive and proportional errors can be used for each endpoint using + combined1() or + combined2() otherwise it takes the supplied addProp option to figure out which type of combined model is run (by default combined2())

  • Focei model cache is now named focei-md5Digest.qs and uses qs compression/saving/loading.

  • foceiControl() aligned between other methods.

  • foceiControl(adjLik=TRUE) uses the NONMEM-style objective function throughout. foceiControl(adjLik=FALSE) uses the adjusted objective function throughout, and adjusts it back to the NONMEM objective function.

  • Lag time and other between subject variability differences no longer calculate an ideal relative step size, but an absolute step size when using Gill differences (default)

  • Objective function checks for infinite/NaN/NA values for the entire solving space and ensures no overflow occurs when calculating the inner hessian

SAEM changes

  • mu referencing is no longer required for saem; Internally non mu-referenced values are converted to mu referenced values and the converted back when calculating the nlmixr2 object.

  • nlmixr2 forced the parameter ordering to (1) population effects,

    1. non mu-referenced between subject effects (3) omega estimates and (4) residual effects. This changes the order that nlmixr2 sees the parameters. Since this is based on a random number generator, the optimization trajectory will be different and have different results than nlmixr

  • Components of omega can now be fixed.

  • Residual error components can also be fixed.

  • When optimizing only one residual value, nlmixr2’s saem uses nlm from R, which is more efficient than the nealder-meade method.

  • Lower level saem functions (like configsaem()) are not exported because they are increasingly difficult to use and convert to something standard; a few methods (like print, summary etc) are maintained to view the lower level object and for debugging it.

  • Parameter history and print-out no longer includes fixed parameters.

  • The model to calculate the residuals more closely matches the model used for estimation to remove small rounding differences that may occur in the models.

  • Different types of additive and proportional errors can be used for each endpoint using + combined1() or + combined2() otherwise it takes the supplied addProp option to figure out which type of combined model is run (by default combined2())

  • Parameter history and printout now uses standard deviation for additive only components, matching the estimation of the components.

  • rxode2 solving options are now saved in the rxControl part of the saemControl(). That is saemControl(rxControl=rxControl(...)); This fixes any conflicting option names as well as allowing alignment between the control structures in focei, nlme and saem

  • saemControl() aligned between other methods.

nlme changes

  • nlme has been completely rewritten to directly run from the rxode2 UI

  • nlme always tries to use mu-referencing (when available)

  • Internally nlme now uses parallel processing for solving so it should be faster.

  • nlmixr2NlmeControl() (which will overwrite nlmeControl()) documents and adds more options to nlme. Also aligned with other methods.

  • weights, fixed, random can be specified in nlmixr2NlmeControl(). If so, then the nlme object will be returned.

  • returnNlme is a new option that will return the nlme object instead of the traditional nlme object.

  • nlme_ode and lme_lin_cmpt are both removed.

  • rxode2 solving options are now saved in the rxControl part of the saemControl(). That is nlmeControl(rxControl=rxControl(...)); This fixes any conflicting option names as well as allowing alignment between the control structures in focei, nlme and saem

nlmixr2 object change

  • With saem, the nlmixr2 function now saves/compresses the phiM information. This means the gaussian and Laplacians likelihoods can be calculated when you save the nlmixr object and then restore it later.

  • The nlmixr2 object compresses infrequently used and removes many unneeded objects. Even with compression, the saem objects are often a bit bigger since they include the large phiM object.

  • nlmixr2 now supports non-mu referenced ETAs in the fit$parFixed and fit$parFixedDf

nlmixr2 interface change

  • nlmixr2 interface changed to use rxode2 UI

  • keep and drop are added to tableControl to influence the end data-frame

  • $simInfo uses a quoted expression for $rx instead of a string

  • $simInfo$sigma is a diagonal matrix since now the normal simulation is controlled by the variability modeled as a population value.

  • nlmixr2 now allows etas that have initial omega estimates of zero to be dropped from the model (instead of issuing an error about a non-positive definite $omega matrix)

NPDE changes

  • Fixed a bug where the number of simulations for a NPDE calculation are correctly passed by addNpde(fit, table=tableControl(nsim=500))

VPC changes

  • vpc function rewritten and split out to vpcSim() and vpcPlot() (which is a replacement for vpc()).

  • There were too many mismatches between vpc::vpc and nlmixr::vpc which caused inconsistencies in code based on load order of vpc and nlmixr. This way both coexist, and you can use the vpc simulation for other packages more easily (like ggPMX) without creating or summarizing data since ggPMX has its own methods for summarizing and creating plots.

  • VPC now directly uses rxode2::rxSolve

augPred() changes

  • augPred() has been written to use the new fit object.

  • nlmixr2AugPred was changed to nlmixr2AugPredSolve()

  • augPred uses the new interface and supports multiple endpoints. The endpoint name is now always on the plot(augPred(fit)).

getFitMethod() change

  • Internally, fit estimation method is saved in fit$est, and now getFitMethod(fit) simply returns fit$est

Delete methods

  • Many methods lower level utility functions have been deleted.

  • nmDocx, nmLst and nmSave have been removed.

Bug fixes

  • Now will reset the cache when items cannot be loaded. In the past error messages like function 'rx_0ba247452048de33b1ffb8af516714fc__calc_lhs' not provided by package 'rx_0ba247452048de33b1ffb8af516714fc_' would cause the estimation to stop. Now rxode2::rxClean() is run when this occurs.