Answering old stackoverflow question that is of interest to Cross Validated

Question

I recently came across the following question on Stackoverflow (after getting stuck on the same issue independently):

https://stackoverflow.com/questions/60439187/why-grpreg-library-and-gglasso-library-in-r-are-giving-different-results-for-gro

It turns out that the answer is nuanced and relates to the impact of group-wise orthogonalization on the group lasso penalty.

I think it is worth writing down the answer to the above question; however I don't want to answer on Stackoverflow, because math mode seems not to be enabled and also it seems that the question would be of a lot more interest to the cross-validated community.

Given the above, how should I proceed?

1. Open a similar (better phrased) question on cross-validated and answer myself and then link to the response as a comment on the Stackoverflow post?
2. Bite the bullet and reply directly on Stackoverflow?
3. Is there any other reasonable option?

Answer 1

Questions and answers are under CC BY-SA 4.0

That means that you can literally copy the question over if you make it explicitly clear in the text its attribution (a link to the original question and user, and probably quoting the question is more than acceptable).

You can also paraphrase the question (linking the original as the inspiration would be fine) in better terms.