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NEWS/Changelog

quadrupen 1.1-0 (2026-09-17)

• performance
  • active set: no reallocation of the Gram matrices when variables enter or leave the model, LAPACK triangular solves, in-place Cholesky downdates
  • several variables (or groups) activated at once in the working set algorithm (new control option maxadd, default 10 for sparse models and 5 for group models)
  • proximal solvers: adaptive restart of FISTA, safer Lipschitz constant (Lanczos), step-invariant stopping rule and safeguarded Anderson acceleration for PGD
  • exact block coordinate descent with Newton steps for the quadra method of group models
  • ridge and lava: no p x p algebra for a diagonal structuring matrix (the default)
  • faster information criteria; cross-validation folds built on demand (less memory)
  • typical speed-ups over 1.0-0 with default settings: x2 to x4 for lasso, MCP and SCAD, x5 to x15 for group models, x9 to x36 for elastic-net and sparse designs with large active sets, x8 for ridge and x30 for lava with p = 8000; all lambdas now converge on these cases
• bug fixes (results may change)
  • robustness when the active set exceeds the rank of the design (no more failure of the Cholesky factorization or of the direct solve)
  • bounded_reg() with method = "quadra" (the default) stopped too early and could return suboptimal solutions; the optimality gap is now computed from the exact KKT conditions
  • l1/linf group penalty: wrong proximal operator when the group lies in the l1 ball (fista and pgd converged to wrong solutions)
  • quadra method for group models: exact solution of each block; sparse-group, coop and l1/linf variants now converge
  • proximal solvers could stop after one iteration on badly scaled data
  • convergence status now reflects the final optimality gap
  • the Lipschitz constant estimation no longer draws from R’s random number generator
• minor updates
  • objects are rebuilt when a C++ header changes; ARMA_NO_DEBUG also on Windows

quadrupen 1.0-0 (2026-06-05)

• major updates
  • complete rewriting of R code using R6 classes
  • complete rewriting of C++ code using template and OO style programming
  • included ‘FusedLasso’ from the archived package by Holger Hoefling (fixed CRAN’s complaints)
  • added group-lasso/group-elastic and variants (group penalty: l1/l2, l1/linf, cooperative Lasso)
  • added sparse group-lasso/group-elastic and variant (group penalty: l1/l2, l1/linf, cooperative Lasso)
  • added lava and/post-lava (combination of sparse and dense regularization, Chernozukov et al, 2017)
  • extended to group-lava (group penalty: l1/l2, l1/linf, cooperative Lasso)
  • added mcp and scad (concave penalties, Chernozukov et al, 2017)
  • added refit version of Lasso/Elastic-Net (“relaxed” Lasso/Enet)
  • changing many parameters (badly) named, do not expect backward compatibility
  • added vignettes
• minor updates
  • Integration of changes from CRAN versions from 0.2-4 to 0.2-13
  • set up github workflow for pkgdown page
  • various fixes, more testing

quadrupen 0.2-4 (2014-01-16)

Minor: - memory leak corrected (sp_mat declaration) - linking to Rcpp/RcppArmadillo headers (requires R 3.0-2)

quadrupen 0.2-4 (2013-11-01)

• added a ‘lasso’ function, simple wrapper to the elastic-net ‘function’
• added computation of degrees of freedom (for elastic net and bounded regression)
• added a method to compute penalized criteria (BIC/AIC) of a quadrupen fit, with plot

0.2-3 (2013-08-26)

• added back the ‘normalize’ parameter
• standardization is performed within the C++ code
• use of sparse conversion from Matrix to Armadillo
• corrected bug with the ‘intercept’ and ‘residuals’ components of the quadrupen class
• added more tests in the inst directory
• correction in the documentation
• added r.squared to the quadrupen class

quadrupen 0.2-2 (2013-04-08)

• minor fix to comply with recent ggplot2 updates.

quadrupen 0.2-1 (2013-02-27)

• minor fix to pass CRAN check on Windows operating systems.

quadrupen 0.2-0 (2013-02-26)

• Major updates
  • added bounded regression (regression penalized by infinity norm + structured l2 norm)
  • added corresponding features for cross-validation and stability path
• Minor updates
• corrected wrong annotations of the stability path (PFER)
• handled normalization internally (‘normalize’ is no longer a parameter)
• more simple internal handling of penscales and correction of the rescaling of the intercept
• better use of multicore features
• handled runtime error exception in RcppArmadillo when the system is singular (end of the solution path) A consequence is quadrupen is less likely to crash due to user’s “bad” parametrisation
• simplification of the C++ code, bugs corrected, probably new ones added :-’(
• added ‘examples’ and ‘tests’ directories

quadrupen 0.1-0 (2012-10-09)

• first build: structured elastic-net with (weighted) quadratic loss, cross-validation and stability selection methods.

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They may not be fully stable and should be used with caution. We make no claims about them.
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