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Glmnet 3.0 has changed its interface to coef() and predict() functions, this update makes sure that TANDEM still works on the new version.
Fixed a bug in relative.contributions() that decreased the relative contributions for correlated data types (by not taking into account the correlated part). Thanks to Wouter Touw for pointing this out!
Fixed a bug that occurred when using lambda.upstream=“lambda.min” or lambda.downstream=“lambda.min” in tandem(). All regression coefficients were correct, but the intercept was estimated using lambda.1se. This also affected results from predict() or nested.cv() using TANDEM fits where lambda.upstream=“lambda.min” or lambda.downstream=“lambda.min”, negatively affecting the predictive performance.
In addition, I’ve added an option to set lambda=“lambda.min” for the glmnet model in relative.contributions().
First release version!
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.