maxlambda: Extract maximum lambda

In MGLM: Multivariate Response Generalized Linear Models

Extract maximum lambda

Description

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

Usage

## 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

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 April 14, 2022, 1:07 a.m.