relax.islasso(), which allows
fitting a relaxed islasso model by selecting variables to remain
unpenalized. Variables can be specified either by name or by index, or
automatically selected according to a significance level
(alpha). This extension provides additional flexibility in
post-selection inference.roxygen2, with substantial updates to usage examples and
descriptions.ggplot2 framework for consistent and modern graphics.aic.islasso() function the available methods are
“AIC”, “BIC”, “AICc”, “eBIC”, “GCV”, “GIC”.islasso.path created. The
main function islasso.path() builds the coefficient profile
for a fixed sequence of lambda values.GoF.islasso.path() extracts the optimal
tuning parameter minimizing a fixed criterion. Available criteria are
the same as in aic.islasso().alpha parameter in the
objective function (as in glmnet).optim.islasso renamed to aic.islasso;
interval specification no longer required.islasso.control renamed to is.control;
control parameters modified.is.control: compact
(trace = 1) and verbose (trace = 2).
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