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EdwinKipruto / mfp2

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Rescaling #7

Open matherealize opened 2 years ago

matherealize commented 2 years ago

The mfp package has the option rescale to show final coefficients on their original scales, even if transformations or centering are applied. Currently mfpa does not support this option.

I think it would be natural to implement a rescaling option, which is also inline with e.g. how glmnet handles this. We could also consider renaming the paramter to something like "unscale".

To be discussed.

EdwinKipruto commented 1 year ago

That's a good idea. At the moment, the coefficients are not scaled back. If you have an idea on how to do it kindly help.

matherealize commented 1 year ago

I will try to take a look at it then - after we resolve #11, ideally.