The sample script runs fine on Windows, and apparently uses MPI alright!
From the code I understand that the full coeff vector (ret.b) is
suppressed if a lambda sequence is used, because all those vectors
are in ret.B. OK. I was still wondering, however, if it could make
sense to have the full vector repeated for the optimized case in
ret.b. That would be the analogue to the single set of non-zero
coefficients provided in ret.nzb. But do I understand correctly
that
ret.B[, ret.idxmin]
does give that optimized full coefficient set?
Apart from that on a meta level I was also wondering whether Artur's packages TsCrossValidation and/or CvDataSplitter could benefit from the cross validation approach used, or the other way around.
thanks
sven