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NEWS.md

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PrestoGP 0.2.0.9043 (2025-1-29)

BUG FIXES

  • Imputation code has been rewritten to avoid computing the full covariance matrix, resulting in a huge performance improvement

  • The nntmvn package dependency has been removed to fix errors caused by a recent update

PrestoGP 0.2.0.9042 (2025-1-14)

BREAKING CHANGES

  • The slot lambda_1se_idx has been removed from the PrestoGPModel superclass

NEW FEATURES

  • Added the option relax to prestogp_fit to allow fitting a relaxed lasso model

MINOR IMPROVEMENTS

  • Eliminated the type checking on the linear_model slot in the PrestoGPModel superclass, which will allow new types of regression models (e.g., relaxed lasso, SCAD, MCP)

PrestoGP 0.2.0.9041 (2025-1-7)

NEW FEATURES

  • Added the option adaptive to prestogp_fit to allow fitting an adaptive lasso model

MINOR IMPROVEMENTS

  • Eliminated some redundant code in estimate_betas

PrestoGP 0.2.0.9040 (2025-1-3)

BREAKING CHANGES

  • The function create.param.sequence has been renamed to be create_param_sequence for consistency with other function names

  • The parameter apanasovich has been renamed common_scale throughout the package

MINOR IMPROVEMENTS

  • Tests were updated to reflect the new common_scale parameter and the create_param_sequence function

  • Fixed some formatting issues in NEWS.md

DOCUMENTATION FIXES

  • The documentation for create_param_seqence was updated to clarify how to extract/assign scale parameters when there is more than one scale parameter per outcome

  • The documentation for PrestoGP-Model-class and prestogp_fit has been updated to reflect the new common_scale parameter

PrestoGP 0.2.0.9039 (2024-12-26)

MINOR IMPROVEMENTS

  • Rewrote some tests that were failing on some verions of R

PrestoGP 0.2.0.9038 (2024-12-23)

NEW FEATURES

  • Added the method get_Y to extract the Y values (including the imputed Y values) from a PrestoGP model

  • Added the method get_linear_model to extract the fitted cv.glmnet object from a PrestoGP model

  • Added the method plot_beta to plot the glide path of the regression coefficients

MINOR IMPROVEMENTS

  • Added a NEWS.md file to track changes in each update

  • Modified the show method to not print zero betas

  • Modified prestogp_predict to retun predictions in the form of a list for multivariate models

BUG FIXES

  • Fixed a bug in the intercept calculation in get_beta

  • Fixed a bug where multivariate models with no variable names for X were being assigned arbitrary variable names

DOCUMENTATION FIXES

  • Updated the documention in PrestoGPModel-class to reflect that the Y_train slot is updated to contain imputed values during model fitting

  • Added documentation for all new methods