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Ship more built-in fitfuns (elastic-net, top-q-by-coefficient) #91

Description

@gregfaletto

Inspired by reviewing CRAN's stabs.

What stabs does

Ships several ready-to-use fitting functions so users don't have to write their own: glmnet.lasso, glmnet.lasso_maxCoef, lars.lasso, lars.stepwise — each conforming to a documented fitfun contract.

What cssr has today

cssr supports arbitrary fitfuns via css(..., fitfun = ...) and checkCssLoopOutput() validates their output, but it ships only one built-in: cssLasso (glmnet lasso at a fixed λ). Users wanting anything else must implement and validate their own.

Proposed scope

Add one or two ready-to-use fitfuns with the documented contract (returns an integer vector of selected feature indices), e.g.:

Each ships with tests and an example, mirroring how cssLasso is documented.

Notes

References

  • stabs: ?fitfun, ?glmnet.lasso, ?lars.lasso.
  • cssr: cssLasso, checkCssLoopOutput.

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