[Gretl-devel] Re: lasso package available for testing

On Tue, 10 Dec 2019, Sven Schreiber wrote: > 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? Yes, it does. But it might be convenient to provide it in its own right.