
Changelog
islasso 1.6.1 (2025-08-17)
- Created GitHub page and website.
- Created introductory vignette.
- Fortran routines updated and speeded up (~2x).
- Manuals updated.
- Added new function
relax.islasso(), which allows fitting a relaxed islasso model by selecting variables to remain unpenalized. Variables can be specified either by name or by index, or automatically selected according to a significance level (alpha). This extension provides additional flexibility in post-selection inference. - Some bugs fixed.
islasso 1.6.0 (2025-07-30)
CRAN release: 2025-07-31
Performance & Refactoring
- Core computational routines have been cleaned up, and some bugs have been fixed.
- Legacy R routines have been revised, cleaned, and commented. Minor inconsistencies have been addressed.
Documentation
- Help files and function manuals are now fully managed via
roxygen2, with substantial updates to usage examples and descriptions.
islasso 1.4.0
CRAN release: 2021-10-15
- New optimization algorithm for the ‘islasso’ method. The algorithm is now stable for all the implemented distributions.
- In
aic.islasso()function the available methods are “AIC”, “BIC”, “AICc”, “eBIC”, “GCV”, “GIC”. - New class of functions named
islasso.pathcreated. The main functionislasso.path()builds the coefficient profile for a fixed sequence of lambda values. - New function
GoF.islasso.path()extracts the optimal tuning parameter minimizing a fixed criterion. Available criteria are the same as inaic.islasso(). - Some bugs fixed.
islasso 1.2.0
CRAN release: 2021-01-21
- New implementation of the estimating algorithm. Now islasso is much stabler and faster.
- New function: general linear hypotheses for linear combinations of the regression coefficients, including confidence intervals.
- Prediction function includes confidence intervals for the fitted values.
- Step halving with Armijo’s rule improved.
- Convergence criterion improved.
- Some bugs fixed.
islasso 1.1.0
CRAN release: 2019-06-25
- New implementation of the estimating algorithm. Now islasso is much stabler and faster, reducing the number of iterations to reach convergence.
- Step halving with Armijo’s rule implemented.
- Elastic-net approach added via
alphaparameter in the objective function (as inglmnet). - Summary method now includes degrees of freedom for each covariate, with choice between t-test or z-test (only for Gaussian family).
-
optim.islassorenamed toaic.islasso; interval specification no longer required. -
islasso.controlrenamed tois.control; control parameters modified. - Two trace versions implemented in
is.control: compact (trace = 1) and verbose (trace = 2). - Some bugs fixed.