buildLambda: Auxiliary function to generate suitable lambda parameters

Description Usage Arguments Value Examples

Description

Auxiliary function to generate suitable lambda parameters

Usage

1
2
3
buildLambda(lambda.largest = NULL, xdata = NULL, ydata = NULL,
  family = NULL, orders.of.magnitude.smaller = 3,
  lambda.per.order.magnitude = 150)

Arguments

lambda.largest

numeric value for largest number of lambda to consider (usually with a target of 1 selected variable)

xdata

X parameter for glmnet function

ydata

Y parameter for glmnet function

family

family parameter to glmnet function

orders.of.magnitude.smaller

minimum value for lambda (lambda.largest / 10^orders.of.magnitude.smaller)

lambda.per.order.magnitude

how many lambdas to create for each order of magnitude

Value

a numeric vector with suitable lambdas

Examples

1

glmSparseNet documentation built on May 12, 2019, 2:04 a.m.