Features in the data

[qucqu]

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

[shokru]

Dear Mike,

sorry for the inconvenience. The set of features is defined in Chapter 2 as:
features <- colnames(data_ml[3:95])

With this it should work.
Best,

Guillaule

[qucqu]

Dear Guillaule,

Many thanks for your quick response! It really solve my problem.

With Best Regards,
Mike