The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

grpreg 3.6.0

• New: Can now calculate marginal FDR for group lasso/SCAD/MCP with mfdr()

grpreg 3.5.0

• Changed: grpreg()$loss is no longer returned
• New: plot_spline() now has “add” option so that splines can be added to existing plot
• Fixed: Loss/deviance now used consistently throughout; see #52
• Fixed: Fixed some broken URLs
• Fixed: Fixed bug in which mean was added twice for cv.grpreg()
• Fixed: Bug in which SNR could be infinite
• Fixed: Passing seed no longer affects global environment
• Fixed: cv.grpsurv() now sets default group if not supplied
• Fixed: No more error if response is constant; see #46
• Fixed: No more error if single lambda supplied
• Internal: Updated citation format to bibentry()
• Internal: Now using R_Calloc for R_USE_STRICT_R_HEADERS compatibility
• Documentation: Now using roxygen
• Documentation: Updated online documentation on penalties

grpreg 3.4.0

• New: Suite of tools for additive modeling, most notably expand_spline() and plot_spline() (thank you to Ryan Kurth for her work on this project)
• New: grpreg() now returns linear.predictors object
• New: grpreg() and grpsurv() now have residuals() methods
• New: predict.grpsurv() can now predict cumulative hazard (type=“hazard”)
• New: Can now perform cross-validation with group bridge in cv.grpreg()
• Changed: fit$y now returns original y, not centered y
• Changed: grpsurv() now consistent with grpreg() in terms of returning deviance (2*loss) and groups as factors
• Fixed: predict() no longer converts factors to strings if type=“groups”
• Fixed: grpsurv() works correctly if a single feature is supplied

grpreg 3.3.1

• Fixed: AUC() now compatible with survival 3.2.10
• Fixed: predict() now works correctly for cv.grpsurv objects
• Internal: Fixed memory leak
• Documentation: Better formatting of references, with DOIs

grpreg 3.3.0

• Fixed: sqrt(K) no longer hard-coded into discarding rules (thank you to Dan Kessler for pointing this out)
• Testing: Now uses the tinytest package
• Documentation: Removing references to grpregOverlap (hope to merge)

grpreg 3.2.2

• Change: Better error detection for ill-conditioned, unpenalized matrices
• Fixed: loss.grpsurv now works for total=FALSE
• Internal: Lots of internal changes for cleaner, more reliable code
• New version numbering system

grpreg 3.2-1

• Change: Cross-validation now balances censoring across folds for survival models
• Fixed: Leave-one-out cross-validation now works correctly for logistic regression

grpreg 3.2-0

• New: cv.grpsurv now calculates SE, with bootstrap option
• Change: R^2 now consistently uses the Cox-Snell definition for all types of models
• Change: Survival loss now uses deviance
• Change: cv.grpsurv now uses ‘fold’, not ‘cv.ind’, to declare assignments
• Fixed: cv.grpreg now correctly handles out-of-order groups for Poisson
• Fixed: cv.grpsurv now correctly standardizes out-of-order groups
• Fixed: grpreg no longer returns loss=NA with family=‘binomial’ for some lambda values
• Internal: SSR-BEDPP optimization reinstated after bug fix
• Internal: C code for binom/pois combined into gdfit_glm, lcdfit_glm
• Documentation: Lots of updates
• Documentation: vignette now html (used to be pdf)
• Documentation: pkgdown website

grpreg 3.1-4

• Fixed: Works with arbitrarily “messy” group structures now (constant columns, out of order groups, etc.) due to restructuring of standardization/ orthogonalization
• Internal: SSR-BEDPP rule turned off due to bug

grpreg 3.1-3

• Internal: C code now uses || instead of |

grpreg 3.1-2

• Fixed: Bug in applying screening rules with group lasso for linear regression with user-specified lambda sequence (thank you very much to Natasha Sahr for pointing this out)

grpreg 3.1-1

• Fixed: Cross-validation no longer fails when constant columns are present (thank you to Matthew Rosenberg for pointing this out)
• Fixed: Cross-validation no longer fails when group.multiplier is specified

grpreg 3.1-0

• New: Additional tests and support for coersion of various types with respect to both X and y
• Change: Convergence criterion now based on RMSD of linear predictors
• Change: ‘Lung’ and ‘Birthwt’ data sets now use factor representation of group, as character vectors are inherently ambiguous with respect to order
• Change: max.iter now based on total number of iterations for entire path
• Internal: ‘X’, ‘group’, and ‘group.multiplier’ now bundled together in an object called ‘XG’ to enforce agreement at all times
• Internal: new SSR-BEDPP feature screening rule for group lasso
• Internal: Registration of native routines
• Internal: Changing PROTECT/UNPROTECT to conform to new coding standards
• Fixed: The binding of X and G fixes several potential bugs, including Issue #12 (GitHub)

grpreg 3.0-2

• Fixed bug involving mismatch between group.multiplier and group if group is given out of order.

grpreg 3.0-1

• Fixed: memory allocation bug
• Deprecation: Re-introduced ‘birthwt.grpreg’ for backwards compatibility, but this is deprecated

grpreg 3.0-0

• New: methods for survival analysis (Cox modeling): grpsurv, cv.grpsurv, AUC, predict.grpsurv
• New: option to return fitted values from cross-validation folds (returnY=TRUE) to cv.grpreg and cv.grpsurv
• New: Added user interrupt checking
• Change: Reformatted (and renamed) example data set ‘Birthwt’; added example data set ‘Lung’ for survival
• Internal: Greatly expanded suite of tests; various bugs identified and fixed as a result
• Documentation: Added vignettes (a quick-start guide and a detailed description of available penalties)

grpreg 2.8-1

• New: cv.grpreg now allows user to specify lambda (thanks to Vincent Arel-Bundock for suggesting this change)
• Fixed: bug for predict.grpreg(fit, type=“nvars”) or type=“ngroups” when scalar lambda value is passed
• Documentation: Updated citations

grpreg 2.8-0

• New: More flexible interface through the ‘group’ argument; groups may now be out of order, and may be named rather than only consecutive integers
• New: ‘X’ can now be a matrix of integers (previously this would result in the passing of an incompatible storage type to C)
• New: Additional error checks to prevent cryptic error messages
• Internal: modifications to convergence monitoring
• New: Added corrected AIC and extended BIC as options with select()
• Change: summary.cv.grpreg now describes multitask learning models more accurately
• Fixed: bug for multitask learning when number of outcomes = 2 (thank you to Aluma Dembo for pointing this out)
• Fixed: Cross-validation for multitask learning now respects the multivariate structure of the response matrix
• Fixed: bug in cv.grpreg when attempting to use leave-one-out cross-validation

grpreg 2.7-1

• Fixed: More rigorous initialization at C level to prevent possible memory access problems
• Fixed: predict() for types ‘vars’, ‘nvars’, and ‘ngroups’ with multivariate outcomes
• Fixed: As a consequence of the above fix, summary(cvfit) now works for multivariate outcomes (thank you to Cajo ter Braak for pointing out that this was broken)

grpreg 2.7-0

• New: support for Poisson regression
• Internal: .Call now used instead of .C
• Fixed: bug in cv.grpreg when attempting to use leave-one-out cross-validation (thank you to Cajo ter Braak for pointing this out)

grpreg 2.6-0

• Internal: Various internal changes to make the package more efficient for large data sets

grpreg 2.5-0

• New: group exponential lasso ‘gel’ method
• New: ‘gmax’ option
• New: ‘nvars’ and ‘ngroups’ options for predict
• Change: appearance of summary.cv.grpreg display

grpreg 2.4-0

• New: options in plot.cv.grpreg to plot estimates of r-squared, signal-to-noise ratio, scale parameter, and prediction error in addition to cross-validation error (deviance)
• New: grpreg and cv.grpreg now allow matrix y to facilitation group penalized methods for seemingly unrelated regressions/multitask learning. This is something of a ‘beta’ release at this point, and will be developed and refined further in future releases.
• New: ‘summary’ method for cv.grpreg objects
• New: ‘coef’ and ‘predict’ methods for cv.grpreg objects
• Change: Brought gBridge up to date so that it now handles constant columns, etc. (see # grpreg 2.2-0)
• Fixed: bug in predict type=‘coefficients’ when ‘lambda’ argument specified
• Fixed: bug in cv.grpreg with user-defined lambda values

grpreg 2.3-0

• Internal: Switched to SVD-based orthogonalization to allow for linear dependency within groups

grpreg 2.2-1

• Fixed: compilation error for 32-bit Windows
• Fixed: bug in calculation of binomial deviance when fitted probabilities are close to 0 or 1

grpreg 2.2-0

• New: select now Now allows ‘…’ options to be passed to logLik
• New: Added option to plot norm of each group, rather than individual coefficients
• New: ‘vars’, ‘groups’, and ‘norm’ options added to ‘predict’
• Change: cv.grpreg now returns full data fit as well as CV errors; this allows cv.grpreg to handle constant columns and fixes some bugs
• Fixed: logLik no longer calculates (meaningless) log-likelihoods for saturated models (thank you to Xiaowei Ren for pointing this out)
• Fixed: bug for returning group when some groups were eliminated due to constant columns

grpreg 2.1-0

• New: grpreg can now handle constant columns (they produce beta=0)
• Fixed: Bug involving orthogonalization with unpenalized groups
• Internal: restructuring of C code

grpreg 2.0-0

• New: Group MCP, group SCAD methods added
• New: Added ‘cv.grpreg’ to facilitate cross-validation
• New: ‘dfmax’ option
• New: ‘group.multiplier’ option
• New: Allows specification of unpenalized groups
• Change: gBridge now divorced from grpreg and given separate function
• Internal: New algorithm for group lasso
• Internal: Extensive internal refactoring of code
• Internal: standardize and orthogonalize functions added
• Internal: Much more extensive and reproducible code testing

grpreg 1.2-0

• New: grpreg now returns ‘loss’
• New: Added logLik method
• Change: Syntax of ‘select’ modified (no longer requires X, y to be passed)
• Change: ‘plot.grpreg’ function more flexible
• Change: ‘n.lambda’ to ‘nlambda’ in grpreg
• Change: ‘a’ to ‘gamma’ for MCP tuning parameter
• Change: ‘lambda2’ to ‘alpha’
• Removed: ‘monitor’ no longer an option in grpreg
• Removed: ‘criteria’ option for select
• Fixed: Bug in calculation of df for gLasso (grpreg.c)
• Documentation: Updated citation and contact information

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.