This repository contains the code to replicate the case study in CAS Monograph 13: Penalized Regression and lasso Credibility.
We encourage you to pull the code to your local machine and to run it alongside the monograph.
The monograph and case study were a huge time investment, and we recognize that with additional investment the code could be cleaner and more elegant. With that in mind, we welcome pull requests to improve the code and add additional vignettes to the codebase.