New projpred version (2.8.0) on CRAN

A new projpred version (2.8.0) has been released on CRAN. Most important changes are:

  • Search results generated in an earlier varsel() or cv_varsel() call can now be re-used by the help of the new varsel.vsel() and cv_varsel.vsel() methods. This is illustrated in the updated main vignette where additionally, a general description of that approach has been added to section “Speed” (enumeration point 10).
  • Helper function performances() has been added.
  • Improved reporting of convergence problems when performing projections (i.e., when fitting submodels).
  • Several enhancements in the plot produced by plot.vsel().
  • run_cvfun()'s new argument folds allows to perform a stratified K-fold CV in a convenient manner (an example of this has been added to the “Examples” section).
  • Bug fixes in some predictive performance results, notably in case of bootstrapping.

See the changelog for details.