NEWS.md

In islasso: The Induced Smoothed Lasso

islasso 1.6.1 (2025-11-13)

• 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)

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.

Visualization

• All plotting functions have been refactored to use the ggplot2 framework for consistent and modern graphics.

User Experience

• A custom ASCII startup banner has been added on package attach, providing a welcoming and informative message.

islasso 1.5.1

• Some bugs fixed.

islasso 1.5.0

• Some bugs fixed.
• Other S3 methods implemented.

islasso 1.4.3

• Some bugs fixed.

islasso 1.4.2

• Some bugs for binomial family fixed.

islasso 1.4.1

• Some bugs fixed.

islasso 1.4.0

• 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.path created. The main function islasso.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 in aic.islasso().
• Some bugs fixed.

islasso 1.3.1

• Some bugs fixed.

islasso 1.3.0

• Vignette added to the package.
• Some bugs fixed.

islasso 1.2.3

• Some bugs fixed.

islasso 1.2.2

• Some bugs fixed.

islasso 1.2.1

• Some bugs fixed.

islasso 1.2.0

• 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

• 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 alpha parameter in the objective function (as in glmnet).
• Summary method now includes degrees of freedom for each covariate, with choice between t-test or z-test (only for Gaussian family).
• optim.islasso renamed to aic.islasso; interval specification no longer required.
• islasso.control renamed to is.control; control parameters modified.
• Two trace versions implemented in is.control: compact (trace = 1) and verbose (trace = 2).
• Some bugs fixed.

islasso documentation built on Nov. 14, 2025, 5:07 p.m.