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gaussian
2012 Jul 03
0
Glmnet_1.8 uploaded to CRAN
This is a major revision, with two additional models included.
1) Multiresponse regression - family="mgaussian"
Here we have a matrix of M responses, and we fit a series of linear models in
parallel. We use a group-lasso penalty on the set of M coefficients for each variable.
This means they are all in or out together
2) family="multinomial, type.multinomial="grouped"
Same story = mult...