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Releases: Jebel-Quant/lasso

Post resubmission

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@tschm tschm released this 15 Oct 16:45
e09cda4

What's Changed

  • lasso: prepare for the Journal of Reproducible Statistics by @tschm in #36
  • lasso: give fresh S&P downloads a decade of headroom by @tschm in #37
  • CI: run the R cross-check of preprints/lasso by @tschm in #38
  • lasso: affiliation, ORCID and submission date by @tschm in #39
  • Sp500 tolerance by @tschm in #40
  • Publish one merge at a time; 'licence' in the note by @tschm in #41
  • Cite the cvxcla paper (SSRN 7583179) by @tschm in #42
  • lasso: simulate the stocks example instead of downloading S&P 500 data by @tschm in #44
  • Package the arXiv source as a zip as well as a tarball by @tschm in #46

Full Changelog: v0.3.0...v0.4.0

Submission now

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@tschm tschm released this 14 Oct 12:11
ca4aec5

What's Changed

  • Add Reproducibility.md: why it matters, and what went wrong by @tschm in #34
  • lasso: language and style pass by @tschm in #35

Full Changelog: v0.2.0...v0.3.0

Submission to journal

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@tschm tschm released this 14 Oct 11:58
ff920b6

What's Changed

  • Bump the PEP 723 pins to the latest releases by @tschm in #21
  • Add introduction.md on adding preprints and reproducibility by @tschm in #22
  • lasso: frame the note as a numerical check of Schmelzer and Hastie by @tschm in #23
  • Lock both preprints' environments, pin Python 3.12, document it in the README by @tschm in #24
  • lasso: stop redistributing the Fama-French data; download them instead by @tschm in #32
  • lasso: time on a named CPU by @tschm in #31
  • lasso: report costs as ratios, not seconds by @tschm in #33

Full Changelog: 0.1.0...v0.2.0

Lasso vs. CLA

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@tschm tschm released this 13 Oct 16:09
3567a63

What's Changed

  • chore: make repo rhiza-managed by @tschm in #1
  • chore: update rhiza to v1.8.0 by @tschm in #2
  • feat(paper): code for the LASSO-frontier note by @tschm in #5
  • chore(deps)(deps): Bump the github-actions group with 6 updates by @dependabot[bot] in #4
  • chore(deps-dev)(deps-dev): Update uv-build requirement from <0.12.0,>=0.11.28 to >=0.12.18,<0.13.0 by @dependabot[bot] in #3
  • feat(paper): time Algorithm 1 in the robustness table by @tschm in #6
  • chore(deps-dev)(deps-dev): Update uv-build requirement from <0.13.0,>=0.12.18 to >=0.12.19,<0.13.0 by @dependabot[bot] in #7
  • chore: update rhiza to v1.9.0 by @tschm in #8
  • chore(deps-dev)(deps-dev): Update uv-build requirement from <0.13.0,>=0.12.19 to >=0.12.22,<0.13.0 by @dependabot[bot] in #9
  • chore(deps-dev)(deps-dev): Update uv-build requirement from <0.13.0,>=0.12.22 to >=0.12.24,<0.13.0 by @dependabot[bot] in #10
  • chore(deps)(deps): Bump the github-actions group with 2 updates by @dependabot[bot] in #11
  • feat(paper): the note's LaTeX source, and the Bayesian LASSO notebook by @tschm in #12
  • Paper source by @tschm in #15
  • chore: strip repo down to the paper by @tschm in #13
  • Move the paper to preprints/lasso/ and build every preprint by @tschm in #16
  • Add the constrained-LASSO note as a preprint by @tschm in #17
  • build: compile the preprints in parallel by @tschm in #18
  • Publish an index page with the PDFs on the paper branch by @tschm in #19
  • CI: key uv's cache on make_figures.py and pin ubuntu-24.04 by @tschm in #20

New Contributors

Full Changelog: https://github.com/Jebel-Quant/lasso/commits/0.1.0