grpreg 3.4.0 (2021-07-22) 2021-07-26

  • 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 (2021-03-26) 2021-03-30

  • 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 (2020-06-10) 2020-06-10

  • 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 (2020-02-14) 2020-02-19

  • 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 (2019-02-26) 2019-02-26

  • 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 (2018-09-27) 2018-09-27

  • 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 (2018-06-15) 2018-06-15

  • 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 (2018-04-07) 2018-04-08

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

grpreg 3.1-2 (2017-07-05) 2017-07-06

  • 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 (2017-06-07) 2017-06-08

  • 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 (2017-05-18) 2017-05-18

  • 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 2016-07-11

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

grpreg 3.0-1 (2016-06-06) 2016-06-06

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

grpreg 3.0-0 (2016-06-02) 2016-06-02

  • 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 (2015-05-30) 2015-05-30

  • 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 (2014-11-15) 2014-11-15

  • 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: 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 (2014-08-13) 2014-08-13

  • 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 (2014-08-13) 2014-08-13

  • 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 (2014-03-21) 2014-03-21

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

grpreg 2.5-0 (2013-12-24) 2013-12-24

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

grpreg 2.4-0 (2013-06-07) 2013-06-07

  • New: options in 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 (2013-02-10) 2013-02-10

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

grpreg 2.2-1 (2012-11-16) 2012-11-15

  • 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 (2012-10-09) 2012-10-09

  • 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 (2012-07-28) 2012-07-28

  • 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 (2012-07-21) 2012-07-21

  • 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 (2011-06-22) 2011-06-22

  • 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)
  • Documendation: Updated citation and contact information