NEWS

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quadrupen 1.0-0 (2026-06-05)

• major updates
  • complete rewriting of R code using R6 classes
  • complete rewriting of C++ code using template and OO style programming
  • included 'FusedLasso' from the archived package by Holger Hoefling (fixed CRAN's complaints)
  • added group-lasso/group-elastic and variants (group penalty: l1/l2, l1/linf, cooperative Lasso)
  • added sparse group-lasso/group-elastic and variant (group penalty: l1/l2, l1/linf, cooperative Lasso)
  • added lava and/post-lava (combination of sparse and dense regularization, Chernozukov et al, 2017)
  • extended to group-lava (group penalty: l1/l2, l1/linf, cooperative Lasso)
  • added mcp and scad (concave penalties, Chernozukov et al, 2017)
  • added refit version of Lasso/Elastic-Net ("relaxed" Lasso/Enet)
  • changing many parameters (badly) named, do not expect backward compatibility
  • added vignettes
• minor updates
  • Integration of changes from CRAN versions from 0.2-4 to 0.2-13
  • set up github workflow for pkgdown page
  • various fixes, more testing

quadrupen 0.2-4 (2014-01-16)

Minor: - memory leak corrected (sp_mat declaration) - linking to Rcpp/RcppArmadillo headers (requires R 3.0-2)

• added a 'lasso' function, simple wrapper to the elastic-net 'function'
• added computation of degrees of freedom (for elastic net and bounded regression)
• added a method to compute penalized criteria (BIC/AIC) of a quadrupen fit, with plot

quadrupen 0.2-3 (2013-09-30)

• added back the 'normalize' parameter
• standardization is performed within the C++ code
• use of sparse conversion from Matrix to Armadillo
• corrected bug with the 'intercept' and 'residuals' components of the quadrupen class
• added more tests in the inst directory
• correction in the documentation
• added r.squared to the quadrupen class

quadrupen 0.2-2 (2013-04-08)

• minor fix to comply with recent ggplot2 updates.

quadrupen 0.2-1 (2013-02-27)

• minor fix to pass CRAN check on Windows operating systems.

quadrupen 0.2-0 (2013-02-26)

• Major updates
  • added bounded regression (regression penalized by infinity norm + structured l2 norm)
  • added corresponding features for cross-validation and stability path
• Minor updates
• corrected wrong annotations of the stability path (PFER)
• handled normalization internally ('normalize' is no longer a parameter)
• more simple internal handling of penscales and correction of the rescaling of the intercept
• better use of multicore features
• handled runtime error exception in RcppArmadillo when the system is singular (end of the solution path) A consequence is quadrupen is less likely to crash due to user's "bad" parametrisation
• simplification of the C++ code, bugs corrected, probably new ones added :-'(
• added 'examples' and 'tests' directories

quadrupen 0.1-0 (2012-10-10)

• first build: structured elastic-net with (weighted) quadratic loss, cross-validation and stability selection methods.