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JuliaStats / GLMNet.jl

Julia wrapper for fitting Lasso/ElasticNet GLM models using glmnet
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Feature Request: Loglikelihood function #42

Open guilhermebodin opened 4 years ago

guilhermebodin commented 4 years ago

It could be nice to return the loglik for each lambda, this would make it easier to choose the set of betas based on BIC or AIC.