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In 5.1.3 Illustration, I try to use your code and data to compute Lasso as you did in your book:
library(glmnet)
y_penalized <- data_ml$R1M_Usd # Dependent variable
x_penalized <- data_ml %>% # Predictors
dplyr::select(all_of(features)) %>% as.matrix()
fit_lasso <- glmnet(x_penalized, y_penalized, alpha = 1) # Model alpha = 1: LASSO
in dplyr::select(all_of(features)) %>% as.matrix(), since there is no "features" in your data, I cannot repeate your compution. Is the data in github is not the one you used in your book?
Thanks and regards,
Mike
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