search for: penscal

...my groups and run the lasso regression? ? Looks like this is the grouping part: ? index<-c(NA,) ? but I'm not sure how to specify the df for the variables past the NA for the intercept. ? Once that's defined the penalty can be specified: ? lambda <- lambdamax(x, y = y, index = index, penscale = sqrt, model = LogReg()) * 0.5^(0:5)? In my case I'd use LinReg for the model.? ? Then the model: ? fit <- grplasso(x, y = y, index = index, lambda = lambda, model = LogReg(), penscale = sqrt, control = grpl.control(update.hess = "lambda", trace = 0)) ? again using LinReg for th...