s.crossfit =</span> <span class="dv">4</span>,</span>
<span id="cb6-4"><a href="#cb6-4" aria-hidden="true" tabindex="-1"></a>                                         <span class="at">cv.glmnet.args =</span> <span class="fu">list</span>(<span class="at">type.measure =</span> <span class="st">&quot;mae&quot;</span>, <span class="at">nfolds =</span> <span class="dv">3</span>))</span></code></pre></div>
<p>We have set <code>nfolds</code> to 3 for computational reasons; it
should generally be higher, such as 10.