This is a list of API changes.
SLOPE
, because
the only two functions from SLOPE
that are used in
grpSLOPE
are being deprecated and removed from
SLOPE
package versions newer than 0.1.3.SLOPE
has been
removed (see above), the two functions SLOPE::SLOPE_solver
and SLOPE::prox_sorted_L1
(including the underlying C
implementation) have been adapted from SLOPE
version 0.1.3
into this version of the grpSLOPE
package.proximalGradientSolverGroupSLOPE
used by default within
function grpSLOPE
), an ADMM solver has been implemented for
the Group SLOPE model (function admmSolverGroupSLOPE
).Fix for the installation error on r-oldrel-windows-ix86+x86_64 (R
v3.2.5) in the CRAN package check results. This error was caused by the
generic S3 method sigma()
not being available from the
stats
package prior to R v3.3.0.
Checks for missing data in the inputs X, y and group were added in grpSLOPE().
A check for whether the input matrix X has columns with 0 variance is performed in grpSLOPE() when normalize=TRUE. This should prevent division by 0, when the columns of X are standardized to have norms equal to 1.