- Remove vignette dependency on an external download.
- Skip some tests on 32-bit Solaris R-patched due to numerical convergence issues.
- Add some plotting options for
plot.cva.glmnet
:log.x
controls whether to plot the X-axis (lambda) on the log scale, and the legend can be omitted by setting eitherlegend.x
orlegend.y
toNULL
. - Compatibility fixes for glmnet 4.1-1.
- Update maintainer email address.
- Fix handling of non-factor categorical predictors (from R 4.0, data frames will not have character columns converted to factors by default). The practical impact of this should be minor.
- Fix printout of
glmnet.formula
object.
- Support relaxed (non-regularised) fits in
glmnet.formula
andcv.glmnet.formula
(requires glmnet 3.0 or later). - Add a legend when plotting a
cva.glmnet
object.
- Fixes a bug in the assignment of observations to crossvalidation folds in
cva.glmnet
. The impact is most serious for small datasets, where the number of observations per fold is relatively low. If you are using this function, it's highly recommended you update the package.
- Fixes bug where
nfolds
argument was not being passed toglmnet::cv.glmnet
.
- Now allows interaction and expression terms without requiring
use.model.frame=TRUE
. This works in an additive fashion, ie the formula~ a + b:c + d*e
is treated as consisting of three terms,a
,b:c
andd*e
each of which is processed independently of the others. A dot in the formula includes all main effect terms, ie~ . + a:b + f(x)
expands to~ a + b + x + a:b + f(x)
(assuming a, b and x are the only columns in the data). Note that a formula like~ (a + b) + (c + d)
will be treated as two terms,a + b
andc + d
. - The call component of a
glmnet
/cv.glmnet
object that uses the original matrix/vector interface is now useful. - You can now explicitly specify the vector of crossvalidation folds (for the inner loop over lambda) when calling
cva.glmnet
. - Correctly handle non-syntactic factor variables in a formula.
- Initial release to CRAN.