TRexSelector 2.0.1

A patch release. CRAN’s daily checks of 2.0.0 reported “Installation failed” on the macOS builders for R-release (x86_64) and R-oldrel (arm64 and x86_64), which compile with Apple clang 14.0.3. That compiler accepts C++20 but its standard library has no ranges algorithms, and the backend used std::ranges::find and std::ranges::sort at three places. The three calls are std::find and std::sort now, with identical results.

On Linux with R 4.6 or R-devel the package compiled without OpenMP, because R CMD config no longer serves SHLIB_OPENMP_CXXFLAGS there. The configure script reads the flags from R’s Makeconf instead, so those builds run their parallel regions again. The README is reorganised. It opens with a description of the method, gives an overview of the selectors, T-solvers, ML methods and utilities, and installs from CRAN first, as the getting-started vignette does. A new vignette, “Data dimensionality and FDR control”, follows the getting-started vignette with the three regimes of the number of variables against the number of observations in one map, and an overview vignette, vignette("TRexSelector"), introduces the package and lists the pages. The overview and the thirteen pages share a stylesheet and a navigation header, with a table of contents on the left that follows the scroll, the list of pages under it, and previous/next links with the copyright line at the end of every page, a search box over the titles and headings of the pages in the top bar, and they follow a dark system appearance. Four pages carry figures (the T-Rex framework and a design with dummies, the regime map, the memory model), five draw their results with ggplot2, and the method pages link the demos of the Examples repository. The package title reads “T-Rex Selector: High-Dimensional Variable Selection and FDR Control”, and the package entry of citation("TRexSelector") names Team T-Rex as its author. Nothing else changes.

TRexSelector 2.0.0

The package is rewritten as R bindings to the TRexSelector C++ library. The pure-R implementation of 1.0.0 and its dependencies (tlars, MASS, glmnet, boot, parallel, doParallel, foreach, doRNG) are gone.

Breaking changes

• The functional interface of 1.0.0 (trex(), FDP(), TPP(), add_dummies_GVS() and the other helpers) is replaced by R6 classes and control lists: TRexSelector$new(X, y, tFDR, control = trex_control(...))$select(), with trex_fdp() and trex_tpp() as the metrics.
• R 4.3 or newer and a C++20 compiler are required. OpenMP is optional.

New

• Selector variants as R6 classes: TRexDASelector (dependency-aware), TRexGVSSelector (grouped variable selection with the elastic net and the informed elastic net), TRexScreeningSelector and TRexBiobankScreeningSelector (screening), TRexSPCASelector (sparse PCA) and TRexTikhonovSelector (a general Tikhonov penalty).
• The twenty terminating solvers as classes of their own (TLARS_Solver, TLASSO_Solver, …) with tsolver_options(), working on the caller’s matrices without copying.
• Machine learning utilities: scalers, ridge and elastic-net regression with cross-validation, SVD, PCA and hierarchical clustering (the ML* classes and ml_* functions).
• Memory-mapped matrices (mem_matrix(), mem_matrix_from()), accepted everywhere a matrix is.
• Twelve vignettes, and citation("TRexSelector") lists the package entry with the method papers.