SzymonNowakowski

Possible bug in `dgesdd` routine

38

I believe I found a bug in `LAPACK` in `svd(.)` / `dgesdd` function: ### Problem description R routine `svd(.)` from `LAPACK` crashes in `dgesdd` on a full rank matrix with...

I believe I found a bug in `LAPACK` in `svd(.)` / `DLASCL` function. It may be related to [issue #672](https://github.com/Reference-LAPACK/lapack/issues/672). ### Problem description R routine `svd(.)` from `LAPACK` crashes in...

Hi, I believe I have found a possible bug in group coefficients constraint for `penalty="grLasso"` in `grpreg`. [Penalty vignette](https://pbreheny.github.io/grpreg/articles/web/penalties.html#group-selection) states "the coefficients within a group will either all equal zero...

Incorrect calculation of `loss` variable in a model returned by `grpreg(...)`

1

There is `fit$loss` variable if `fit` is a model returned by `grpreg(...)` call. And `fit$loss` is equal to RSS, but it should be equal to 1/2 of RSS, i.e. negative...

[Models vignette](https://pbreheny.github.io/grpreg/articles/web/models.html) defines loss function $L(\beta|X,y)$ in the beginning as **the deviance (−2 times the log-likelihood)**. Later, in **Gaussian (linear regression)** section there is a conflicting definition $L(\beta|X,y) = \frac{1}{2}||y-X\beta||^2$....

There is an inconsistency in documentation and vignettes for `grpreg` objective function: 1. [Instruction](https://cran.r-project.org/web/packages/grpreg/grpreg.pdf) on page 15 defines the objective function as $$Q = \frac{1}{n} * loss + penalty$$ 2....