HiGarrote 1.0.1
Bug fixes
- Remove the original make_PD function in lib.cpp.
- Use Matrix::nearPD instead.
HiGarrote 1.0.2
Bug fixes
- Remove the original is_PD function in lib.cpp.
- Use matrixcalc::is.positive.definite instead.
HiGarrote 1.1.0
Changes in
version 1.0.3 (submitted 2025-04-20)
- Remove the original is_PD function in function: nnGarrote and use
matrixcalc::is.positive.definite instead.
- Resolve the scaling issues happening in functions: HiGarrote and
nnGarrote in HiGarrote.R. The new version ensures that variable
selection is invariant to the response scaling.