Option to avoid penalizing one-way basis functions for time in pooled hazard regression

tlverse / hal9001

🤠 📿 The Highly Adaptive Lasso

https://tlverse.org/hal9001

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Option to avoid penalizing one-way basis functions for time in pooled hazard regression #81

Open Larsvanderlaan opened 3 years ago

Larsvanderlaan commented 3 years ago

Expand formula interface to allow nonpenalization of some terms/variables (e.g. ~ u(t) + h(.,.))

nhejazi commented 3 years ago

Thanks for noting this @Larsvanderlaan, would the idea be that this could then be used in haldensify? There's no pooled hazard regression implemented in hal9001 afaik, but I'd be happy to see this option added in hal9001 and used in haldensify if that's what makes the most sense.