biglasso

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user-defined eval.metric function

2

Fantastic package. Any chance you might allow the user to provide a custom function to cv.biglasso for eval.metric? You probably don't want to get into the weeds in terms of...

tgerke

I try to split X,y by row.idx parameter in biglasso and cv.biglasso however when row.idx is been used, cv.biglasso will return error massage "錯誤發生在 E[cv.ind == i, 1:res$nl]

Freequilibrium

Error R_Reprotect: only x protected items, can't reprotect index y

3

This might be related to #41 but as the error is different, I'm reporting this as a separate issue. In fact, this was the problem I came across first but...

nbenn

Using code as ```r set.seed(11) mat

nbenn

Disabling intercept

1

Hi, Thank you for maintaining and creating `biglasso`, it's been really helpful! We've run into an application where we need to disable the intercept, can you please provide some guidance...

lengstrom

Rigorous LASSO and causal inference

1

Hi. I have two requests for future development: 1. I want to estimate causal LASSO on large datasets. Currently I do it with the hdm package. I think it internally...

GalAmedi

Automatically detect and cast variables to expected type(s)

4

I have bumped into issues a few times where the expected formats for the inputs to biglasso turn out to be invalid, so I'd like to propose a set of...

GabeAl

Is there a way for the biglasso() function to not standardize the data? What I'm hoping for is the equivalent of standardize =FALSE in glmnet. I'm using penalty.factor to specify...

zbradshawBLA

ncore problem

12

Hi, I am having some problem with the ncores option in biglasso() and cv.biglasso() function. I compiled biglasso on my mac enabling openMP (4 cores). However, when I am trying...

subhomoyghosh

Error when setting row.idx

7

When I use row.idx I get the error Error in `[

dbstern