Is there a way for the biglasso() function to not standardize the data? What I'm hoping for is the equivalent of standardize =FALSE in glmnet. I'm using penalty.factor to specify varying penalties on groups of coefficients and wan't more flexibility to effectively standardize groups of coefficients by grouping via the penalty.factor argument instead of individually. However, to do so I need to disable the default of standardization.
Is there a way for the biglasso() function to not standardize the data? What I'm hoping for is the equivalent of standardize =FALSE in glmnet. I'm using penalty.factor to specify varying penalties on groups of coefficients and wan't more flexibility to effectively standardize groups of coefficients by grouping via the penalty.factor argument instead of individually. However, to do so I need to disable the default of standardization.