How does the Lasso function handle NaN values?

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Ty Lees
Ty Lees le 26 Sep 2017
Réponse apportée : David Fink le 28 Sep 2017
I have a dataset (assembled as a matrix) that I want to run perform LASSO regression on, however, as a processing step outliers are removed and marked as NaN.
My question is how does the LASSO function handle these NaN values, would it be worth me performing some level of imputation?

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David Fink
David Fink le 28 Sep 2017
The lasso function ignores all rows (observations) with NaN values.
This can be seen in the code for 'lasso' near line 240 where it checks isfinite() on each row.
>> open lasso

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