Changelog

Source: NEWS.md

pense 2.0.2 2020-10-05

• Fix mishandling of response variables with a robust scale of 0, e.g., 0-inflated responses or responses with more than 50% identical values.

  pense 2.0.1 2020-10-05

• Add new functions for compute adaptive PENSE estimates (adapense() and adapense_cv()).
• Functions for fitting the model (pense(), adapense(), regmest(), etc.) are not estimating prediction performance via cross-validation anymore. This can now be done using the corresponding functions pense_cv(), adapense_cv(), and so on.
• New function prediction_performance() to summarize the prediction performance of several fits.
• The plot(), coef(), summary(), and predict() methods for cross-validated fits also implement the “one-standard-error rule” (with the “1” adjustable by the user).
• Decrease computation time for most problems.
• New ADMM algorithm for (weighted) elastic net problems with many observations and many predictors. The new algorithm can be selected with en_admm_options().
• Argument correct in pense(), pensem(), coef(), etc., is not supported anymore and will be ignored with a warning. All estimates are now uncorrected (i.e., correct=FALSE in previous versions of the package).
• Make interface more consistent and deprecate the following methods:
  • pensem() is now called pensem_cv().
  • initest_options() is replaced by enpy_options() using better naming of arguments.
  • en_options_aug_lars() and en_options_dal() are replaced by en_lars_options() and en_dal_options() for more consistent naming.
  • pense_options() and mstep_options() are superseded by mm_algorithm_options() and arguments specified in the calls to pense() and companions.
  • enpy() is replaced by enpy_initial_estimates() which has different default argument values.

• Deprecated functions can still be used (for now) with a warning.

pense 1.2.9 2020-02-09

• Fix LTO warnings reported in CRAN checks
• Update autoconf script to address deprecation warnings in r-devel.

pense 1.2.5 2019-06-08

• Fix compatibility of BLAS/LAPACK prototypes with RcppArmadillo 0.9.500.

pense 1.2.4 2019-04-27

• Fix autoconf script.

pense 1.2.1 2019-01-17

• Prepare for changes to the upcoming Rcpp (make compatible with STRICT_R_HEADERS)
• Fix a bug in computing PSCs when using the augmented ridge algorithm for EN.

pense 1.2.0 2018-03-11

• Changed the internal scaling of the regularization parameter for pense and pensem. Note: The lambda values in this release are not the same as in previous releases!
• Fixed a bug when standardizing predictor variables with a MAD of 0 (thanks @hadjipantelis for reporting).
• The maximum value for the regularization parameter lambda is now chosen exactly.

• Fixed a bug when computing “exact” principal sensitivity components.

  pense 1.0.8 2018-03-11

• Fix error with robustbase-0.92-8 as reported by Martin Maechler.
• Fix undefined behavior in C++ code resulting in build error on Solaris (x86).
• Fix predict() function for pensem objects if computed from a fitted pense object.
• Always use delta and cc specified in pense_options() for the initial estimator. Remove delta and cc arguments from initest_options() and instead add them to enpy().

• Add further measure of the prediction performance (resid_size) to obj$cv_lambda_grid, where obj is of class pense or pensem.

  pense 1.0.6: 2018-03-11

• Initial stable release of the package.