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Commits on Apr 25, 2016

• Updated RcppExports.cpp

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Commits on Jul 24, 2014

• Added an safe screening rule that speeds up fps() when maxnvar is set to a reasonably small value.

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• Export generic method cv()

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• Add sanity checks to fps() and fixed typo in documentation

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Commits on Jul 23, 2014

• Fixed a typo that broke the compiling of fps.cpp

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• Changed the position of arguments to fps() to reflect importance and likely frequency of use.

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• Added links to Rcpp and Armadillo projects

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Commits on Jul 22, 2014

• Fixed name in package documentation

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• Updated documentation

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• Export generic projection() method in NAMESPACE

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Commits on Jul 17, 2014

• Added importFrom(Rcpp, evalCpp) and import(RcppArmadillo) to NAMESPACE

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Commits on Jul 10, 2014

• admm() now allocates its own working variables.

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• Fixed call to admm()

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• Fixed call to admm()

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• Require ndim to be strictly between 0 and the dimension of the input matrix

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• Changed the interface for ADMM so that it passes the inverse of the ADMM penalty parameter into the proximal operator of the regularizer.

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Commits on Jul 9, 2014

• Wrap _lambda so that it gets returned as vector (no dim attribute)

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• maxoffdiag() and loglinearseq() will resize their output if necessary

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• Fixed predict so that it works with non-integer mdim

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• Fixed the print methods so that they return the object invisibly and accept ... arguments

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• Fixed typo in documentation

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• Added a documentation block for admm.h

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• Second parameter of EntrywiseSoftThreshold operator() changed to const reference

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• Added script to perform some basic timing of fps()

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• More gitignore; Added .Rbuildignore

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• Added more documentation

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• Abstracted inner ADMM loop into a template function typed by two functors F and G that implement the projection and selection functions.

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• Compute max off-diagonals only if we need to compute a lambda sequence

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• Changed soft threshold functors from class to struct since all members are public by default

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• Added comment headers

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Commits on Jul 8, 2014

• Rename print.r to print.R

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• Rename predict.r to predict.R

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• Rename plot.r to plot.R

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• Rename fps-package.r to fps-package.R

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• Rename cv.r to cv.R

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