version version 0.2-2
- Add reference to the DESCRIPTION file.
version version 0.2-1
- Bug fixed in the internal function hdps_pv: the denominator of the
PC1 quantity is Tot_E and not Tot.
version version 0.2-0
- Modification on all functions that involves cross-validation with
the adaptive lasso (cf. Nadim, B., Lola, E., and Vivian, V. (2020). On
the use of cross-validation for the calibration of the tuning parameter
in the adaptive lasso. arXiv preprint arXiv:2005.10119.)
- The adapt_ridge function has been removed, the adapt_cv and
adapt_univ (with criterion = cv) functions have been modified.
- In this version, two differents implementation of the
cross-validation for th adaptive lasso are possible through the new
parameter type_cv. When type_cv = naive, it corresponds to the first
version of this package: adaptive weights obtained on the full data are
used for the cross-validation. When type_cv = proper, adaptive weights
are calculated for each training sets.