NEWS
islasso 1.5.1 (2023-05-15)
islasso 1.5.0 (2023-05-08)
- Some bugs fixed. Other S3 methods implemented.
islasso 1.4.3 (2022-03-01)
islasso 1.4.2 (2021-12-06)
- Some bugs for binomial family fixed.
islasso 1.4.1 (2021-11-16)
islasso 1.4.0 (2021-10-15)
- New optimization algorithm for the 'islasso' method. The algorithm is now stable for all the implemented distributions.
- In aic.islasso function the available methods are "AIC", "BIC", "AICc", "eBIC", "GCV", "GIC".
- New class of functions named 'islasso.path' have been created. The main function 'islasso.path()' allows to build the coefficient profile for a fixed sequence of lambda values.
- A new function GoF.islasso.path() allows to extract the optimal value of the tuning parameter which minimizes a fixed criterion. Available criteria are the same as in aic.islasso function.
- Some bugs fixed.
islasso 1.3.1 (2021-06-16)
islasso 1.3.0 (2021-05-24)
- Vignette added to the package 'islasso'
- Some bugs fixed.
islasso 1.2.3
islasso 1.2.2 (2021-01-22)
islasso 1.2.1 (2021-01-21)
islasso 1.2.0 (2021-01-21)
- New implementation of the estimating algorithm. Now islasso is much stabler and faster.
- New function: general linear hypotheses for linear combinations of the regression coefficients, including confidence intervals.
- New changes:
- prediction function includes confidence intervals for the fitted values
- step Halving with Armijo's rule has been improved.
- convergence criterion has been improved
- Some bugs fixed.
islasso 1.1.0 (2019-06-25)
- New implementation of the estimating algorithm. Now islasso is much stabler and faster reducing the number of iterations to reach convergence.
- New changes:
- step Halving with Armijo's rule has been implemented.
- the algorithm includes the possibility to use the elastic-net approach defining an alpha parameter in the objective function as in glmnet package.
- the summary method includes now the degree of freedom for each covariate, and in addition it is possible to choose between t-test or z-test (only for gaussian family).
- optim.islasso has been renamed as aic.islasso the interval specification is not required now, the new select the best tuning parameter based on the minimization of the AIC or the BIC.
- the function islasso.control has been renamed as is.control and some control parameters have been modified.
- two trace version has been implemented in the function is.control a compact version (trace=1) and a long version (trace=2).
- Some bugs fixed.