Changes in version 1.0.11 (2024-02-07) - Update Bates and own publication from preprints to published articles Changes in version 1.0.10 (2023-09-22) - Set minimum of folds to 3 to prevent problems in CV Changes in version 1.0.9 - Disallow data frames as input Changes in version 1.0.8 (2023-08-30) - Multithreading for windows machines in vignette Changes in version 1.0.7 - Bug fix when supplying vector rather than matrix of regressors Changes in version 1.0.6 - Cited publication in The American Statistician rather than preprint Changes in version 1.0.4 - Change nomenclature to omit “the” from $R^2$. Changes in version 1.0.3 - Confidence intervals for the MST provided based on chi-squared distribution.