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Support for other families recognized by glmnet (poisson, multinomial, cox, mgaussian)

Open tomwenseleers opened this issue 8 years ago • 1 comments

Great package! Are there any plans to extend it to also support the other families currently supported by glmnet, i.e. "poisson","multinomial","cox" and "mgaussian"? (I was currently working on a problem with big data that required the use of either multinomial or mgaussian)

tomwenseleers avatar Jun 18 '17 19:06 tomwenseleers

@tomwenseleers Thank you very much for your comment (and the other one)! I apologize for getting back to you so late. I am busy with other stuff and really didn't get time to work on this package. But yes, those models, in particular "multinomial" and "Cox", are on my TODO list, though I am not sure when I will get this done since I am really busy working towards graduation.

YaohuiZeng avatar Jul 26 '17 05:07 YaohuiZeng