ModalNet 0.3.1
- The null model (intercept and dispersion only) is now always among
the candidates compared by the EBIC. The automatic grid is built from
the initial pseudo-response, so its first point could already contain
active covariates (or a numerically negligible one), in which case the
null model could not be selected. When that happens the null fit is
computed directly and placed at the top of the path. Fits with a
user-supplied
lambda are unchanged.
penalty.factor is rescaled to sum to p, as
glmnet does internally. Before, with weights on another
scale (adaptive Lasso) the line search compared a penalty different from
the one minimized by the inner solver, rejected valid steps and the path
reached maxit.
- At a grid point where the dispersion stays at the boundary of its
range for ten consecutive iterations (exponential limit, mode near zero)
the iteration now stops and the fit is flagged as not converged, instead
of running to
maxit.
ModalNet 0.3.0
- First CRAN release.
- Dashun Liu added as author.
- Documentation of every exported function and method now describes
its return value and includes runnable examples; references carry
DOIs.
verbose = TRUE reports progress through
message().
print() labels alpha = 0 fits as
ridge.
ModalNet 0.2.1
- Fixed the scale of the ridge part of the penalty for
alpha < 1. glmnet standardizes the Gaussian response and
therefore divides its ridge term by the standard deviation of the
pseudo-response; the inner call now compensates, so the penalized
objective is exactly
lambda * sum(alpha * |b| + (1 - alpha) * b^2 / 2) on the
standardized columns. Before the fix the line search rejected the glmnet
step at some grid points and ridge paths reached maxit.
Lasso fits are unchanged.
ModalNet 0.2.0
- Package renamed from ModalLasso to ModalNet; main function
modal_net(). modal_lasso() remains as an
alias.
- Elastic net and ridge penalties through
alpha.