Anyone have experience specifying the "penalty.factor" option in the "glmnet" command?
I have 3 variables (out of a million genotype variables) that I want to force into the model (i.e., set penalty factor to 0), but I can't figure out how to do that. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.