pense 2.0.2 2020-10-05

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.