maxlambda: Extract maximum lambda

Description Usage Arguments Value Examples

Description

maxlambda extracts the maximum tuning parameter that ensures the estimated regression coefficients are not all zero for the object of class MGLMsparsereg.

Usage

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## S4 method for signature 'MGLMsparsereg'
maxlambda(object)

Arguments

object

an object of class MGLMsparsereg from which maximum lambda value can be extracted.

Value

Returns a maximum lambda value of object.

Examples

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library("MGLM")
dist <- "DM"
n <- 100
p <- 10
d <- 5
set.seed(118)
m <- rbinom(n, 200, 0.8)
X <- matrix(rnorm(n * p), n, p)
alpha <- matrix(0, p, d)
alpha[c(1, 3, 5), ] <- 1
Alpha <- exp(X %*% alpha)
Y <- rdirmn(size = m, alpha = Alpha)
pen <- "group"
ngridpt <- 30
spmodelfit <- MGLMsparsereg(formula = Y ~ 0 + X, dist = dist, 
                            lambda = Inf, penalty = pen)
maxlambda <- maxlambda(spmodelfit)

MGLM documentation built on May 2, 2019, 1:38 p.m.