Ridge regression without the intercept

I'm trying to fit a redge regression model to the training set data for predicting the data in the test set. I know that in the ridge function, there is a scaling flag (scaled) to determine whether the predictors are scaled and whether an intercept is fitted. However, what I want is a model that does not contain an intercept, and I don't want to scale the predicting variables in the trianing set. If I set scaled=0, the regression does not scale the predicting variables, but the model includes an intercept. However, if I set scaled=1, the model does not include an intercept but it scales the predicting variables.
Is there a way that I can fit the ridge regression without the intercept and without scaling the variables?

Answers (0)

Asked:

on 9 Mar 2020

Edited:

on 9 Mar 2020

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