Thank you very much. I will use 1.7.1 version. Have you had time to look at
the issue regarding a weird behaviour of multinomial glmnet when alpha=0? I
posted it to r-help more than two weeks ago and maybe you missed it. Damjan
Krstajic
Subject: Re: differences between 1.7 and 1.7.1 glmnet
I have just started using changelogs, and am clearly not disciplined enough at
it.
The big change that occurred was the convergence criterion, which would account
for the difference.
At some point will put up details of this.
Trevor Hastie
On Dec 26, 2011, at 11:55 PM, Damjan Krstajic wrote:
Dear All,
I have found differences between glmnet versions 1.7 and 1.7.1 which, in
my opinion, are not cosmetic and do not appear in the ChangeLog. If I am
not mistaken, glmnet appears to return different number of selected
input variables, i.e. nonzeroCoef(fit$beta[[1]]) differes between
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