[R-pkgs] glmnet_1.6 uploaded to CRAN

From: Trevor Hastie <hastie_at_stanford.edu>
Date: Tue, 19 Apr 2011 19:15:14 -0700

We have submitted glmnet_1.6 to CRAN

This version has an improved convergence criterion, and it also uses a variable screening algorithm that dramatically reduces the time to convergence (while still producing the exact solutions). The speedups in some cases are by a factors of 20 to 50, depending on the particular problem and loss function.

See our paper http://www-stat.stanford.edu/~tibs/ftp/strong.pdf "Strong Rules for Discarding Predictors in Lasso-type Problems" for details of this screening method.

  Trevor Hastie                                   hastie_at_stanford.edu  
  Professor, Department of Statistics, Stanford University
  Phone: (650) 725-2231 (Statistics)          Fax: (650) 725-8977  
  (650) 498-5233 (Biostatistics) Fax: (650) 725-6951   URL: http://www-stat.stanford.edu/~hastie    address: room 104, Department of Statistics, Sequoia Hall

           390 Serra Mall, Stanford University, CA 94305-4065

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