High-Performance Open-Source Archive
Bug fixes:
predict.pcLasso now works when
family = “binomial” (previously, the intercept term was
being added in an incorrect manner).standardize = TRUE scaled the
beta coefficients and intercept a0
incorrectly. This has been fixed.pcLasso now generates lambda values for the objective
function RSS/(2n) + penalty, instead of that for RSS/2 + penalty.
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