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sparsegl 1.0.0

CRAN release: 2022-11-28

  • Improved documentation
  • Added functionality to implement arbitrary stats::family() fitting.
  • Enhanced (and corrected) S3 interface for predict and coef methods.

sparsegl 0.5.0

CRAN release: 2022-09-22

  • Minor internal updates to pass additional CRAN checks
  • Refactor some documentation
  • Intercept calculation is internal to Fortran source in all cases.

sparsegl 0.4.0

CRAN release: 2022-09-05

  • Add the option to weight individual coefficients in the l1 penalty.
  • Remove coercions of the type as(<matrix>, "dgCMatrix"). These are deprecated in Matrix>=1.4-2 and will Warn on CRAN checks.
  • Compute MSE internally in Fortran for family = "Gaussian". Avoids the creation of a potentially large matrix of predicted values for the purposes of risk estimation.
  • Revise estimate_risk() signature. Now x is optional and y is not required.

sparsegl 0.3.0

CRAN release: 2022-03-07

  • Initial version on CRAN.