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Changelog

Source: NEWS.md

ncvreg 3.16.0

  • New: intervals() to get intervals around estimates (also supports debiased intervals)
  • Remove: boot_ncvreg() function to obtain confidence intervals; use intervals() instead

ncvreg 3.15.0

CRAN release: 2025-02-11

  • New: boot_ncvreg() function to obtain confidence intervals
  • New: assign_fold() function to assign folds for CV
  • Change: seed is no longer an argument to CV functions; use assign_fold() instead

ncvreg 3.14.3

CRAN release: 2024-09-02

  • Internal: Now using R_Calloc for R_USE_STRICT_R_HEADERS compatibility

ncvreg 3.14.2

CRAN release: 2024-04-20

  • Documentation: Lots of formatting fixes to the documentation

ncvreg 3.14.1

CRAN release: 2023-04-25

  • Fixed: cv.ncvreg(), cv.ncvsurv() no longer affect seed in global environment if seed is specified

ncvreg 3.14.0

  • New: residuals() method
  • New: std() can now be applied to new data
  • New: summary.ncvreg() now offers sort option; fixes #13
  • Change: fir() deprecated
  • Change: local_mfdr() allows user to specify sigma; also uses CV if called with cv object
  • Fixed: Manual color palettes now recycled correctly; fixes #40; thank you to Logan Harris for pointing this out
  • Fixed: mfdr now works for Poisson
  • Documentation: Adding vignettes on other CV criteria, adaptive rescaling
  • Documentation: References reformatted, URLs updated, DOIs added
  • Internal: C code for binomial, poisson now unified under glm structure
  • Internal: Now using roxygen2 for all documentation

ncvreg 3.13.0

CRAN release: 2021-03-30

  • New: Options ‘xtx’ and ‘r’ for ncvfit()
  • Internal: cv.ncvreg() now uses less memory (returnX off)
  • Internal: Better error handling if a matrix is supplied for y
  • Fixed: AUC() now compatible with survival 3.2.10

ncvreg 3.12.0

CRAN release: 2020-07-09

  • New: ncvfit(), a raw API to the ncvreg solver with full control over standardization, etc.
  • Changed: ncvreg and ncvsurv now issue warning for non-pathwise usage
  • Internal: Now using tinytest for unit testing
  • Fixed: Memory leak in cox-dh; resolves #20

ncvreg 3.11.2

CRAN release: 2020-02-13

  • New: std() now works on integer matrices and numeric vectors
  • Internal: Lots of internal changes for cleaner, more reliable code
  • New version numbering system

ncvreg 3.11-1

CRAN release: 2019-02-26

  • Fixed: Leave-one-out cross-validation now works correctly for logistic regression
  • Documentation: Added documentation (online) for local mfdr
  • Documentation: Fixed some broken links and typos

ncvreg 3.11-0

CRAN release: 2018-09-13

  • Change: returnX now turned on by default if X < 100 Mb (used to be 10 Mb)
  • Change: summary.ncvreg now based solely on local mfdr
  • Change: Loss functions now consistently defined as deviance for all types of models
  • Change: R^2 now consistently uses the Cox-Snell definition for all types of models
  • Change: cv.ncvreg and cv.ncvsurv now return fold assignments
  • Fixed: Can now pass fold assignments to cv.ncvsurv
  • Documentation: Lots of updates
  • Documentation: vignette now html (used to be pdf)
  • Documentation: pkgdown website

ncvreg 3.10-0

CRAN release: 2018-04-17

  • New: summary.ncvreg and summary.ncvsurv now report tables of inference for each feature based on local mFDRs
  • New: Option to specify fold assignments in cv.ncvsurv
  • New: CVSE now calculated for Cox models, with option of quick or bootstrap
  • Change: returnX now turned on by default if X < 10 Mb
  • Change: cv.ncvsurv now balances censoring across fold assignments
  • Change: All data sets now follow DataX, Datay convention
  • Deprecated: cv.ind argument to cv.ncvreg is now called fold
  • Portability: Fixed C99 flag
  • Internal: Fixed & v && C issue

ncvreg 3.9-1

CRAN release: 2017-04-27

  • Change: Poission now returns linear predictors, like other families
  • Internal: Changing PROTECT/UNPROTECT to conform to new coding standards

ncvreg 3.9-0

CRAN release: 2017-03-16

  • Deprecated: fir() is now called mfdr()
  • Change: mfdr for Cox and logistic models no longer use the simplistic approximation of 3.7-0. These calculations are much more accurate, but more computationally intensive, so these are carried out in C now.
  • Change: mfdr for Cox and logistic models requires the model matrix X now.
  • Internal: Registration of native routines
  • Fixed: std() wasn’t matching up column names if one column got dropped

ncvreg 3.8-0

CRAN release: 2017-01-06

  • Change: max.iter now based on total number of iterations for entire path
  • Fixed: Bug when fitting Cox model for single lambda
  • Fixed: std no longer drops dimnames

ncvreg 3.7-1

CRAN release: 2016-12-23

  • Fixed: Various fixes for fir function
  • Fixed: Bug with high dimensional (p > n) Cox models

ncvreg 3.7-0

CRAN release: 2016-12-13

  • New: fir extended to Cox and logistic regression
  • New: summary function for ncvreg and ncvsurv objects
  • Change: Convergence criterion now based on RMSD of linear predictors
  • Change: Additional options and improvements to plot.fir
  • Change: Better display of fir objects
  • Internal: Improved efficiency for Cox models (linear predictor calculation now occurs in C, not R)
  • Internal: Reorganized testing suite
  • Fixed: lamNames with single lambda passed
  • Fixed: loss wasn’t being returned for gaussian if failure to converge
  • Fixed: perm.ncvreg would return NAs when models were saturated

ncvreg 3.6-0

CRAN release: 2016-06-13

  • New: Exports std() function for standardizing a design matrix
  • Fixed: In predict.cv.ncvsurv
  • Documentation: Added ‘quick start’ vignette
  • Internal: Improved efficiency for cox models (avoids recalculating linear predictors)
  • Internal: Reorganized testing suite
  • Internal: ‘survival’ package now used for setupLambda in Cox models

ncvreg 3.5-2

CRAN release: 2016-04-09

  • New: Added user interrupt checking
  • Fixed: In ncvsurv with integer penalty factors
  • Fixed: Rare numerical accuracy bug in cv fold assignments
  • Fixed: LOOCV bug introduced by bias-correction feature

ncvreg 3.5-1

CRAN release: 2016-02-07

  • New: Compute bias correction for CV error; this is an experimental feature at this point and may change in the future
  • Internal: Replaced AUC function with more efficient version using survival package
  • Fixed: Penalty.factor for cv.ncvsurv when some columns may be degenerate

ncvreg 3.5-0

CRAN release: 2015-10-27

  • New: Added function AUC() to calculate cross-validated AUC values for ncvsurv models.
  • New: Option to return fitted values from cross-validation folds (returnY=TRUE) for cv.ncvreg and cv.ncvsurv.
  • Change: New method for calculation of cross-validation loss in cv.ncvsurv.
  • Change: More accurate calculation for convexMin in the presence of unpenalized variables
  • Fixed: Factor-valued y with CV logistic regression
  • Internal: Substantial efficiency improvements throughout for Cox models. Coordinate descent redesigned to work in O(n) instead of O(n^2) operations, and R code redesigned at various points to avoid the creation of any n x n matrices when fitting and cross-validating Cox regression models.
  • Internal: Better double/int type checking for penalty.factor
  • Internal: Modifications to NAMESPACE for compatibility with R 3.3.

ncvreg 3.4-0

CRAN release: 2015-05-04

  • New: Expanded predict function for Cox models. predict.ncvsurv now estimates subject-specific survival functions and medians.
  • New: Plot method for survival curves.
  • New: Option in perm.ncvreg to permute residuals for linear regression
  • New: permres function to estimate false inclusion rates based on residuals at a specific value of lambda
  • New: Some support for factors in X, y. It is still recommended that users convert X to a numeric matrix prior to fitting in order to ensure that predict() methods work properly, but ncvreg will now allow you to pass a data frame with factors and handle things appropriately.
  • Fixed: In predict.ncvsurv, when applied to models with saturation issues.
  • Fixed: Small memory leak in ncvsurv.

ncvreg 3.3-0

CRAN release: 2015-03-18

  • New: Support for fitting survival models added (ncvsurv), along with predict, plot, and cv.ncvsurv support functions. Currently, Cox models are the only type of survival model implemented.
  • New: Parallelization support for cv.ncvreg (with help from Grant Brown)
  • Fixed: In cv.ncvreg, when attempting to use leave-one-out cross-validation (thank you to Cajo ter Braak for pointing this out)
  • Removed: ncvreg_fit; it may return in a future version of the package.

ncvreg 3.2-0

CRAN release: 2014-07-12

  • New: Automatically coerces X to matrix and y to numeric if possible
  • New: Made ncvreg_fit more user-friendly: user no longer has to specify lambda, works with coef, predict, plot, etc.
  • Changed: Modified order of arguments for predict so that ‘type’ comes before ‘lambda’ and ‘which’
  • Fixed: Bug in convexMin when used with penalty.factor option
  • Internal: Updated algorithm to ‘hybrid’ strong/active cycling

ncvreg 3.1-0

CRAN release: 2014-02-25

  • New: Added support for Poisson regression
  • Fixed: Bug in ncvreg_fit that could arise when fitting a model without an intercept
  • Fixed: Bug in cv.ncvreg with univariate regression (thank you to Diego Franco Saldana for pointing this out)

ncvreg 3.0-0

CRAN release: 2014-02-06

  • New: Added fir, perm.ncvreg, and plot.fir functions for the purposes of estimating and displaying false inclusion rates; these are likely to evolve over the next few months
  • Fixed: Bug in cv.ncvreg for user-specified lambda sequence
  • Internal: Revised algorithms to incorporate targeted cycling based on strong rules
  • Internal: Moved standardization to C
  • Internal: Moved calculation of lambda sequence to C
  • Internal: As a result of the above three changes, ncvreg now runs much faster for large p

ncvreg 2.7-0

CRAN release: 2013-12-16

  • New: “vars” and “nvars” options to predict function.
  • Changed: Modified look of summary(cvfit) output.
  • Internal: Modified details of .Call interface.

ncvreg 2.6-0

CRAN release: 2013-10-03

  • New: Introduction of function ncvreg_fit for programmers who want to access the internal C routines of ncvreg, bypassing internal standardization and processing
  • New: Added vertical.line and col options to plot.cv.ncvreg
  • Fixed: Bug in axis annotations with plot.cv.ncvreg when model is saturated
  • Fixed: Deviance calculation; would return NaN if fitted probabilities of 0 or 1 occurred for binomial outcomes
  • Fixed: NAMESPACE for coef.cv.ncvreg and predict.cv.ncvreg
  • Internal: .Call now used instead of .C

ncvreg 2.5-0

CRAN release: 2013-03-16

  • New: Options in plot.cv.ncvreg to plot estimates of r-squared, signal-to-noise ratio, scale parameter, and prediction error in addition to cross-validation error (deviance)
  • New: Summary method for cv.ncvreg which displays the above information at lambda.min, the value of lambda minimizing the cross-validation error
  • Fixed: Bug in cv.ncvreg with user-defined lambda values.

ncvreg 2.4-0

CRAN release: 2012-10-10

  • New: penalty.factor option
  • New: coef and predict methods now accept lambda as argument
  • New: logLik method (which in turn allows AIC/BIC)
  • Changed: cv.grpreg now returns full data fit as well as CV errors
  • Fixed: Error in definition/calculation of cross-validation error and standard error
  • Fixed: Bug that arose if lambda was scalar (instead of a vector)
  • Fixed: Bug in cv.ncvreg for linear regression – cross-validation was being carried out deterministically (Thank you to Brenton Kenkel for pointing this out)
  • Fixed: Intercept for logistic regression was not being calculated for lamda=0
  • Internal: standardization more efficient
  • Internal: cdfit_ now returns loss (RSS for gaussian, deviance for binomial)

ncvreg 2.3-2

CRAN release: 2011-05-16

  • Documentation: Fixed formatting error in citation.

ncvreg 2.3-1

CRAN release: 2011-05-11

  • Changed: plot.ncvreg: Made the passing of arguments for plot.ncvreg more flexible, so that user can pass options concerning both the plot and the lines
  • Changed: plot.ncvreg: Changed some of the default settings with respect to color (hcl instead of hsv) and line width

ncvreg 2.3

CRAN release: 2011-05-06

  • Documentation: Updated documentation for cv.ncvreg.Rd, which no longer agreed with the function usage (this was an oversight in the release of version 2.2)

ncvreg 2.2

CRAN release: 2011-04-25

  • New: plot.cv.ncvreg for plotting cv.ncvreg objects
  • Changed: Divorced cross-validation from fitting in cv.ncvreg. From a user perspective, this increases flexibility, although obtaining the model with CV-chosen regularization parameter now requires two calls (to ncvreg and cv.ncvreg). The functions, however, are logically separate and involve entirely separate methods.