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JuliaStats / Lasso.jl

Lasso/Elastic Net linear and generalized linear models
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upgrades and documentation #66

Closed ghost closed 1 year ago

ghost commented 2 years ago

Are there plans to create CRAN glmnet-like features and documentation?

Features that are helpful from glmnet:

  1. k-fold CV
  2. plotting - cv MSE and lambda plots (including degrees of freedom on the top x-axis too).

Thanks

AsafManela commented 2 years ago

Docs can certainly be improved. PRs welcome.

As for the features:

  1. k-fold CV is supported. See example here
  2. Plotting is provided by the LassoPlot.jl package