Am 27.10.2019 um 02:41 schrieb Allin Cottrell:
On Sat, 26 Oct 2019, Artur Tarassow wrote:
> Having a built-in LASSO would be cool of course.
> Still, the glmnet library offers support for several types of
> gaussian, multinomial, cox etc. Not sure whether you plan to support
> all of these - I guess not as this involves a lot of work. Hence, the
> the glmnet wrapper could still support _additional _ model types.
Anyway, seems to me a reliable lasso implementation in hansl for
gaussian linear models would be a useful first step. Right now I'm not
too bothered about trying to emulate elnet's lasso/ridge hybrid, or the
non-gaussian variants supported by glmnet.
I agree with both of you, which means having both options is nice.
That's why it would be useful to extend the package "spec" file syntax
with the R-related stuff. Again, AFAICS this just means that gretl
recognizes these new lines and prints out a warning message. The rest is
basically the job of the package moderators.