NEWS
srlars 3.0.0 (2026-06-12)
- 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.
srlars 2.0.1 (2026-03-30)
- Fix README to reflect new version of
srlars function.
srlars 2.0.0 (2026-03-02)
- Implementation of new algorithm for FSCRE.
srlars 1.0.1 (2023-07-16)
- Fix error related to exhaustion of number of predictors.
srlars 1.0.0 (2023-06-29)
- Initial stable release of package.