Add weights to cv.biglasso #29
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In usage of the library with
weights, I discovered weights weren't being passed to thecv.biglassofunction. This PR plumbs weights to the fn. I plan to add a test case, but I wanted to share in the meantime.Also, I ran into a C++ compilation issue. Apparently recent versions of
Rcpp(> 1.0) prepend an underscore to exported fn names? This caused a conflict with a C++ file not managed byRcpp::compileAttributes(), https://github.com/YaohuiZeng/biglasso/blob/cad0103ff5cd0ac0bdbcf0d28ec9b9f1e5da8577/src/init.c#L144 Adding the underscores fixes the compilation issue.