glmnet 4.1-3

Some of the Fortran in glmnet has been replaced by C++, written by the newest member of our team, James Yang. * the wls routines (dense and sparse), that are the engines under the glmnet.path function when we use programmable families, are now written in C++, and lead to speedups of around 8x. * the family of elnet routines (sparse/dense, covariance/naive) for glmnet(...,family="gaussian") are all in C++, and lead to speedups around 4x.

glmnet 4.1-2

A new feature added, as well as some minor fixes to documentation. * The exclude argument has come to life. Users can now pass a function that can take arguments x, y and weights, or a subset of these, for filtering variables. Details in documentation and vignette. * Prediction with single newx observation failed before. This is fixed. * Labeling of predictions from cv.glmnet improved. * Fixed a bug in mortran/fortran that caused program to loop ad infinitum

glmnet 4.1-1

Fixed some bugs in the coxpath function to do with sparse X. * when some penalty factors are zero, and X is sparse, we should not call GLM to get the start * apply does not work as intended with sparse X, so we now use matrix multiplies instead in computing lambda_max * added documentation for cv.glmnet to explain implications of supplying lambda

glmnet 4.1

Expanded scope for the Cox model. * We now allow (start, stop) data in addition to the original right-censored all start at zero option. * Allow for strata as in survival::coxph * Allow for sparse X matrix with Cox models (was not available before) * Provide method for survival::survfit

Vignettes are revised and reorganized. Additional index information stored on cv.glmnet objects, and included when printed.

glmnet 4.0-2

glmnet 4.0

Major revision with added functionality. Any GLM family can be used now with glmnet, not just the built-in families. By passing a “family” object as the family argument (rather than a character string), one gets access to all families supported by glm. This development was programmed by our newest member of the glmnet team, Kenneth Tay.

glmnet 3.0-3

Bug fixes

glmnet 3.0-2

Bug fixes

glmnet 3.0-1

Minor fix to correct Depends in the DESCRIPTION to R (>= 3.6.0)

glmnet 3.0

This is a major revision with much added functionality, listed roughly in order of importance. An additional vignette called relax is supplied to describe the usage.

In addition to these new features, some of the code in glmnet has been tidied up, especially related to CV.

glmnet 2.0-20

glmnet 2.0-19

glmnet 2.0-18

glmnet 2.0-17

glmnet 2.0-16

glmnet 2.0-15

glmnet 2.0-13

glmnet 2.0-11

glmnet 2.0-10

glmnet 2.0-8

glmnet 2.0-7

glmnet 2.0-6

glmnet 2.0-3

glmnet 2.0-1

glmnet 1.9-9

glmnet 1.9-8

glmnet 1.9-6

glmnet 1.9-5

glmnet 1.9-3

glmnet 1.9-1

glmnet 1.8-5

glmnet 1.8

glmnet 1.7-4

glmnet 1.7-1

glmnet 1.6

glmnet 1.5

glmnet 1.4