[R] glmnet package: penalty.factor option

From: Brian H. Chen <brian.chen_at_ucla.edu>
Date: Wed, 27 Apr 2011 09:00:45 -0700

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.

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