grpreg 3.6.0

• New: Can now calculate marginal FDR for group lasso/SCAD/MCP with mfdr()

grpreg 3.5.0

• Changed: grpreg()$loss is no longer returned
• New: plot_spline() now has “add” option so that splines can be added to existing plot
• Fixed: Loss/deviance now used consistently throughout; see #52
• Fixed: Fixed some broken URLs
• Fixed: Fixed bug in which mean was added twice for cv.grpreg()
• Fixed: Bug in which SNR could be infinite
• Fixed: Passing seed no longer affects global environment
• Fixed: cv.grpsurv() now sets default group if not supplied
• Fixed: No more error if response is constant; see #46
• Fixed: No more error if single lambda supplied
• Internal: Updated citation format to bibentry()
• Internal: Now using R_Calloc for R_USE_STRICT_R_HEADERS compatibility
• Documentation: Now using roxygen
• Documentation: Updated online documentation on penalties

grpreg 3.4.0

• New: Suite of tools for additive modeling, most notably expand_spline() and plot_spline() (thank you to Ryan Kurth for her work on this project)
• New: grpreg() now returns linear.predictors object
• New: grpreg() and grpsurv() now have residuals() methods
• New: predict.grpsurv() can now predict cumulative hazard (type=“hazard”)
• New: Can now perform cross-validation with group bridge in cv.grpreg()
• Changed: fit$y now returns original y, not centered y
• Changed: grpsurv() now consistent with grpreg() in terms of returning deviance (2*loss) and groups as factors
• Fixed: predict() no longer converts factors to strings if type=“groups”
• Fixed: grpsurv() works correctly if a single feature is supplied

grpreg 3.3.1

• Fixed: AUC() now compatible with survival 3.2.10
• Fixed: predict() now works correctly for cv.grpsurv objects
• Internal: Fixed memory leak
• Documentation: Better formatting of references, with DOIs

grpreg 3.3.0

• Fixed: sqrt(K) no longer hard-coded into discarding rules (thank you to Dan Kessler for pointing this out)
• Testing: Now uses the tinytest package
• Documentation: Removing references to grpregOverlap (hope to merge)

grpreg 3.2.2

• Change: Better error detection for ill-conditioned, unpenalized matrices
• Fixed: loss.grpsurv now works for total=FALSE
• Internal: Lots of internal changes for cleaner, more reliable code
• New version numbering system

grpreg 3.2-1

• Change: Cross-validation now balances censoring across folds for survival models
• Fixed: Leave-one-out cross-validation now works correctly for logistic regression

grpreg 3.2-0

• New: cv.grpsurv now calculates SE, with bootstrap option
• Change: R^2 now consistently uses the Cox-Snell definition for all types of models
• Change: Survival loss now uses deviance
• Change: cv.grpsurv now uses ‘fold’, not ‘cv.ind’, to declare assignments
• Fixed: cv.grpreg now correctly handles out-of-order groups for Poisson
• Fixed: cv.grpsurv now correctly standardizes out-of-order groups
• Fixed: grpreg no longer returns loss=NA with family=‘binomial’ for some lambda values
• Internal: SSR-BEDPP optimization reinstated after bug fix
• Internal: C code for binom/pois combined into gdfit_glm, lcdfit_glm
• Documentation: Lots of updates
• Documentation: vignette now html (used to be pdf)
• Documentation: pkgdown website

grpreg 3.1-4

• Fixed: Works with arbitrarily “messy” group structures now (constant columns, out of order groups, etc.) due to restructuring of standardization/ orthogonalization
• Internal: SSR-BEDPP rule turned off due to bug

grpreg 3.1-3

• Internal: C code now uses || instead of |

grpreg 3.1-2

• Fixed: Bug in applying screening rules with group lasso for linear regression with user-specified lambda sequence (thank you very much to Natasha Sahr for pointing this out)

grpreg 3.1-1

• Fixed: Cross-validation no longer fails when constant columns are present (thank you to Matthew Rosenberg for pointing this out)
• Fixed: Cross-validation no longer fails when group.multiplier is specified

grpreg 3.1-0

• New: Additional tests and support for coersion of various types with respect to both X and y
• Change: Convergence criterion now based on RMSD of linear predictors
• Change: ‘Lung’ and ‘Birthwt’ data sets now use factor representation of group, as character vectors are inherently ambiguous with respect to order
• Change: max.iter now based on total number of iterations for entire path
• Internal: ‘X’, ‘group’, and ‘group.multiplier’ now bundled together in an object called ‘XG’ to enforce agreement at all times
• Internal: new SSR-BEDPP feature screening rule for group lasso
• Internal: Registration of native routines
• Internal: Changing PROTECT/UNPROTECT to conform to new coding standards
• Fixed: The binding of X and G fixes several potential bugs, including Issue #12 (GitHub)

grpreg 3.0-2

• Fixed bug involving mismatch between group.multiplier and group if group is given out of order.

grpreg 3.0-1

• Fixed: memory allocation bug
• Deprecation: Re-introduced ‘birthwt.grpreg’ for backwards compatibility, but this is deprecated

grpreg 3.0-0

• New: methods for survival analysis (Cox modeling): grpsurv, cv.grpsurv, AUC, predict.grpsurv
• New: option to return fitted values from cross-validation folds (returnY=TRUE) to cv.grpreg and cv.grpsurv
• New: Added user interrupt checking
• Change: Reformatted (and renamed) example data set ‘Birthwt’; added example data set ‘Lung’ for survival
• Internal: Greatly expanded suite of tests; various bugs identified and fixed as a result
• Documentation: Added vignettes (a quick-start guide and a detailed description of available penalties)

grpreg 2.8-1

• New: cv.grpreg now allows user to specify lambda (thanks to Vincent Arel-Bundock for suggesting this change)
• Fixed: bug for predict.grpreg(fit, type=“nvars”) or type=“ngroups” when scalar lambda value is passed
• Documentation: Updated citations

grpreg 2.8-0

• New: More flexible interface through the ‘group’ argument; groups may now be out of order, and may be named rather than only consecutive integers
• New: ‘X’ can now be a matrix of integers (previously this would result in the passing of an incompatible storage type to C)
• New: Additional error checks to prevent cryptic error messages
• Internal: modifications to convergence monitoring
• New: Added corrected AIC and extended BIC as options with select()
• Change: summary.cv.grpreg now describes multitask learning models more accurately
• Fixed: bug for multitask learning when number of outcomes = 2 (thank you to Aluma Dembo for pointing this out)
• Fixed: Cross-validation for multitask learning now respects the multivariate structure of the response matrix
• Fixed: bug in cv.grpreg when attempting to use leave-one-out cross-validation

grpreg 2.7-1

• Fixed: More rigorous initialization at C level to prevent possible memory access problems
• Fixed: predict() for types ‘vars’, ‘nvars’, and ‘ngroups’ with multivariate outcomes
• Fixed: As a consequence of the above fix, summary(cvfit) now works for multivariate outcomes (thank you to Cajo ter Braak for pointing out that this was broken)

grpreg 2.7-0

• New: support for Poisson regression
• Internal: .Call now used instead of .C
• Fixed: bug in cv.grpreg when attempting to use leave-one-out cross-validation (thank you to Cajo ter Braak for pointing this out)

grpreg 2.6-0

• Internal: Various internal changes to make the package more efficient for large data sets

grpreg 2.5-0

• New: group exponential lasso ‘gel’ method
• New: ‘gmax’ option
• New: ‘nvars’ and ‘ngroups’ options for predict
• Change: appearance of summary.cv.grpreg display

grpreg 2.4-0

• New: options in plot.cv.grpreg to plot estimates of r-squared, signal-to-noise ratio, scale parameter, and prediction error in addition to cross-validation error (deviance)
• New: grpreg and cv.grpreg now allow matrix y to facilitation group penalized methods for seemingly unrelated regressions/multitask learning. This is something of a ‘beta’ release at this point, and will be developed and refined further in future releases.
• New: ‘summary’ method for cv.grpreg objects
• New: ‘coef’ and ‘predict’ methods for cv.grpreg objects
• Change: Brought gBridge up to date so that it now handles constant columns, etc. (see # grpreg 2.2-0)
• Fixed: bug in predict type=‘coefficients’ when ‘lambda’ argument specified
• Fixed: bug in cv.grpreg with user-defined lambda values

grpreg 2.3-0

• Internal: Switched to SVD-based orthogonalization to allow for linear dependency within groups

grpreg 2.2-1

• Fixed: compilation error for 32-bit Windows
• Fixed: bug in calculation of binomial deviance when fitted probabilities are close to 0 or 1

grpreg 2.2-0

• New: select now Now allows ‘…’ options to be passed to logLik
• New: Added option to plot norm of each group, rather than individual coefficients
• New: ‘vars’, ‘groups’, and ‘norm’ options added to ‘predict’
• Change: cv.grpreg now returns full data fit as well as CV errors; this allows cv.grpreg to handle constant columns and fixes some bugs
• Fixed: logLik no longer calculates (meaningless) log-likelihoods for saturated models (thank you to Xiaowei Ren for pointing this out)
• Fixed: bug for returning group when some groups were eliminated due to constant columns

grpreg 2.1-0

• New: grpreg can now handle constant columns (they produce beta=0)
• Fixed: Bug involving orthogonalization with unpenalized groups
• Internal: restructuring of C code

grpreg 2.0-0

• New: Group MCP, group SCAD methods added
• New: Added ‘cv.grpreg’ to facilitate cross-validation
• New: ‘dfmax’ option
• New: ‘group.multiplier’ option
• New: Allows specification of unpenalized groups
• Change: gBridge now divorced from grpreg and given separate function
• Internal: New algorithm for group lasso
• Internal: Extensive internal refactoring of code
• Internal: standardize and orthogonalize functions added
• Internal: Much more extensive and reproducible code testing

grpreg 1.2-0

• New: grpreg now returns ‘loss’
• New: Added logLik method
• Change: Syntax of ‘select’ modified (no longer requires X, y to be passed)
• Change: ‘plot.grpreg’ function more flexible
• Change: ‘n.lambda’ to ‘nlambda’ in grpreg
• Change: ‘a’ to ‘gamma’ for MCP tuning parameter
• Change: ‘lambda2’ to ‘alpha’
• Removed: ‘monitor’ no longer an option in grpreg
• Removed: ‘criteria’ option for select
• Fixed: Bug in calculation of df for gLasso (grpreg.c)
• Documentation: Updated citation and contact information