KRLS 1.1.0 (Current Github version)

Temporarily rename package KRLS2
Use C++ for speed improvements throughout
Add ability to use logistic loss instead of least squares loss for binary outcomes (paper forthcoming)
Enable truncation to improve speed with large datsets
Change sigma to b for consistency
Change default value of b from p to 2*p where p is the number of covariates
Change first differences algorithm for speed, including correcting variance of average first differences, which was too large by a factor of 2

KRLS 1.0.0 (Current CRAN version)