sparsegl (development version)

sparsegl 0.4.0

• Add the option to weight individual coefficients in the l1 penalty.
• Remove coercions of the type as(<matrix>, "dgCMatrix"). These are deprecated in {Matrix}>=1.4-2 and will Warn on CRAN checks.
• Compute MSE internally in Fortran for family = "Gaussian". Avoids the creation of a potentially large matrix of predicted values for the purposes of risk estimation.
• Revise estimate_risk() signature. Now x is optional and y is not required.

sparsegl 0.3.0

• Initial version on CRAN.