glmnet package with user-provided initialization
Usage:
library(glmnetPlus)
X<-matrix(rnorm(500*100), 500, 100)
y<- rnorm(500)
fit0<-glmnetPlus::glmnet(X, y, thresh=1e-20)
# initialize with the solution at lambda 50, and find solutions for lambda 51 to lambda 60fitPlus<-glmnetPlus::glmnet(X, y, lambda=fit$lambda[51:60], beta0=fit$beta[, 50], type.gaussian="naive", thresh=1e-20)
max(abs(fitPlus$beta-fit0$beta[, 51:60]))