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jaredhuling / oem

Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm
http://jaredhuling.org/oem
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Support box constraints? #13

Open tomwenseleers opened 6 years ago

tomwenseleers commented 6 years ago

Would you see any possibility to support box constraints on the fitted coefficients, similar to what can be achieved with lower.limits and upper.limits in glmnet?

jaredhuling commented 6 years ago

I think it would be possible, but I won't be able to implement it in the near future

tomwenseleers commented 6 years ago

No worries - it was mainly nonnegativity constraints that I needed - I guess for now I'll just have to clip negative coefficients to zero then...

jaredhuling commented 6 years ago

Adding the constraints should be easier than I originally thought; but I still won't be able to get to it for a couple of weeks I think