V0.1.0: First release. V0.0.9017: Changes in the vignette. V0.0.9016: Rename variables and genereate Vignette. V0.0.9015: Changes in the docummentatio and prepare package for GIT. V0.0.9014: Add the threshold as an input, due to the increase in computation time and fix documentation. V0.0.9013: Change the threshold for BIC cutoff in block strategy. V0.0.9012: stardardize using only X and correct n and p for eBIC check. V0.0.9011: stardardize using X and Xval. V0.0.9010: Change the way to deal with standarization and deal with coef. V0.0.9009: Change the way to calculate the elapsed time: more speed. V0.0.9008: bugs in k for loops, a set minimum of 1 was required if no intercept. That is incorrect. V0.0.9007: bugs in BIC calculation. Set BIC for blocks. V0.0.9006: change the lambda range values, use the lambda_max from ridge and lambda_min from lasso. This increase the range of values. In addition change the threshold for TH_metric, from 1e-2 to 5e-3 V0.0.9005: typos. V0.0.9004: include warm start and cold start. v0.0.9003: First operative version.