lasso sign constrained
0
0
Entering edit mode
10 months ago
struggler • 0

Hi Everyone,

I have question regarding two-sign constraint lasso. I have to perform two sign constrained lasso on a single file. On some columns (predictors) I would like to have only 0, -1 beta cofficient and some other column (predictors) I would like to 0,1. Is there any function for this in glmnet R package?

Lasso • 355 views
ADD COMMENT

Login before adding your answer.

Traffic: 1830 users visited in the last hour
Help About
FAQ
Access RSS
API
Stats

Use of this site constitutes acceptance of our User Agreement and Privacy Policy.

Powered by the version 2.3.6