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library(grpreg)
data("Birthwt")
X <- Birthwt$X
group <- Birthwt$group
y <- Birthwt$bwt
fit <- grpreg(X, y, group, penalty="grLasso")
Lambda <- fit$lambda
check <- grpreg(X,y,group,lambda=Lambda)
check$beta
Using the above code, I was trying to be able to check the results by specifying lambda myself. However, when I do this, it results in all 0's.
The text was updated successfully, but these errors were encountered:
Thank you very much for pointing this out. This is now fixed by commit b856d08, which will appear in the next version of grpreg, 3.1-2, which I just submitted to CRAN.
In case you're curious, grpreg 3.1 implemented screening rules for group lasso to make it run faster, but these don't work correctly if the user specifies lambda, which is what was causing the problems.
library(grpreg)
data("Birthwt")
X <- Birthwt$X
group <- Birthwt$group
y <- Birthwt$bwt
fit <- grpreg(X, y, group, penalty="grLasso")
Lambda <- fit$lambda
check <- grpreg(X,y,group,lambda=Lambda)
check$beta
Using the above code, I was trying to be able to check the results by specifying lambda myself. However, when I do this, it results in all 0's.
The text was updated successfully, but these errors were encountered: