I know that glmnet does not regularize the intercept by default, but I would like to do it anyway. I was taking a look at this question and tried to do what whuber suggested (adding a constant variable and turning the parameter intercept to FALSE) , but as a result glmnet is not fitting the added constant as well.
library(dplyr)
library(glmnet)
X <-
mtcars %>%
mutate(intercept = 1) %>%
select(-c(mpg)) %>%
as.matrix()
y <-
mtcars %>%
select(mpg) %>%
as.matrix()
model <- glmnet(X, y, intercept = FALSE, alpha = 0, lambda = 0)
coef(model)
