pense 2.0.3 2021-04-14

  • Fix a bug causing PENSE-Ridge, i.e., pense(..., alpha = 0), to take a long time to compute.
  • Fix a compilation error on RHEL due to an error in the autoconf script.
  • Fix problems in prediction_performance() related to the non-standard evaluation of objects.
  • Also return standardized coefficients as std_beta and std_intercept.

    pense 2.0.2 2021-04-14

  • 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 2021-04-14

  • 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:
  • 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.