[R] Preparing dataset for glmnet: factors to dummies

[Mark Difford]

Hi Frank,

>> I believe that glmnet scales variables by their standard deviations. 
>> This would not be appropriate for categorical predictors.

That's an excellent point, which many are likely to forget (including me)
since one is using a model matrix. The default argument is to standardize
inputs, but there is an option to turn it off. (One could then standardize
continuous inputs on different scales oneself.)

Regards, Mark.
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