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It would be nice to allow the user to specify penalty as a vector so that different penalties could be used for different groups. For example, if some groups may be splines but others, we wish to carry out bi-level selection.
It would be nice to allow the user to specify
penaltyas a vector so that different penalties could be used for different groups. For example, if some groups may be splines but others, we wish to carry out bi-level selection.