# ncvreg 3.2.2 (2020-02-14)
* 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 (2019-02-26)
* 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 (2018-09-27)
* 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 (2018-06-15)
* 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 (2018-04-07)
* Internal: C code now uses || instead of |
# grpreg 3.1-2 (2017-07-05)
* 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 (2017-06-07)
* 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 (2017-05-18)
* 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 (2016-06-06)
* Fixed: memory allocation bug
* Deprecation: Re-introduced 'birthwt.grpreg' for backwards compatibility,
but this is deprecated
# grpreg 3.0-0 (2016-06-02)
* 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 (2015-05-30)
* 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 (2014-11-15)
* 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 (2014-08-13)
* 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 (2014-08-13)
* 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 (2014-03-21)
* Internal: Various internal changes to make the package more efficient for
large data sets
# grpreg 2.5-0 (2013-12-24)
* 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 (2013-06-07)
* 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 (2013-02-10)
* Internal: Switched to SVD-based orthogonalization to allow for linear
dependency within groups
# grpreg 2.2-1 (2012-11-16)
* 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 (2012-10-09)
* 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 (2012-07-28)
* 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 (2012-07-21)
* 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 (2011-06-22)
* 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)
* Documendation: Updated citation and contact information