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The ideal function in R for fit fitting n LASSO Regressions on n data sets
A common choice would be the glmnet package which has "extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression."
Within the ...
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The ideal function in R for fit fitting n LASSO Regressions on n data sets
Brian Spiering's answer was correct Marlen, however, I clicked on the link you posted in a comment below his answer and spotted the problem. You have alpha = 0 instead of alpha = 1, not sure if this ...
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