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grpSLOPE (development version)

This is a list of software changes.

grpSLOPE 0.3.3

• No API changes
• Very minor changes based on feedback from CRAN review.

grpSLOPE 0.3.2

• No API changes
• Only changes are to the automated software tests to accommodate minor floating point arithmetic differences on M1mac

grpSLOPE 0.3.1

• Only changes are to the automated software tests.

grpSLOPE 0.3.0

• Removes the dependency on the R package SLOPE, because the only two functions from SLOPE that are used in grpSLOPE are being deprecated and removed from SLOPE package versions newer than 0.1.3.
• Since the dependency on the R package SLOPE has been removed (see above), the two functions SLOPE::SLOPE_solver and SLOPE::prox_sorted_L1 (including the underlying C implementation) have been adapted from SLOPE version 0.1.3 into this version of the grpSLOPE package.
• In addition to the default FISTA solver (function proximalGradientSolverGroupSLOPE used by default within function grpSLOPE), an ADMM solver has been implemented for the Group SLOPE model (function admmSolverGroupSLOPE).

grpSLOPE 0.2.1

• Fix for the installation error on r-oldrel-windows-ix86+x86_64 (R v3.2.5) in the CRAN package check results. This error was caused by the generic S3 method sigma() not being available from the stats package prior to R v3.3.0.

• Checks for missing data in the inputs X, y and group were added in grpSLOPE().

• A check for whether the input matrix X has columns with 0 variance is performed in grpSLOPE() when normalize=TRUE. This should prevent division by 0, when the columns of X are standardized to have norms equal to 1.

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.