srlars 1.0.0
- Initial stable release of package.
srlars 1.0.1
- Fix error related to exhaustion of number of predictors.
srlars 2.0.0
- Implementation of new algorithm for FSCRE.
srlars 2.0.1
- Fix README to reflect new version of
srlars
function.
srlars 3.0.0
- Breaking change: redesigned
srlars()
interface. Replaced robust=TRUE/FALSE with explicit
preprocessing and CV controls (x_preprocess,
y_preprocess, cor_estimator,
cv_preprocess, cv_fit, cv_loss,
cv_folds).
- No target leakage by default: predictor
preprocessing is now performed on
X only (no joint
preprocessing of [y, X]).
- Added wrapping-based robust, PSD correlations
(
cor_estimator = "wrap"), based on
cellWise::wrap().
- Added leakage-free foldwise CV preprocessing option
(
cv_preprocess = "foldwise") using
cellWise::DDCpredict() and foldwise response
transforms.
- Added robust arbiter options: Huber/trimmed/MSE
scoring and optional Huber IRLS fitting inside
the CV loop (
cv_fit = "huber").
- Updated internal selection loop stopping logic to require
strictly positive CV improvement before accepting a
variable.