setup_lambda: Generate lambda sequence.

In glmtlp: Generalized Linear Models with Truncated Lasso Penalty

Generate lambda sequence.

Description

Generate lambda sequence.

Usage

setup_lambda(X, y, weights, lambda.min.ratio, nlambda)

Arguments

X	Input matrix, of dimension nobs x nvars; each row is an observation vector.
y	Response variable, of length nobs. For family="gaussian", it should be quantitative; for family="binomial", it should be either a factor with two levels or a binary vector.
weights	Observation weights.
lambda.min.ratio	The smallest value for lambda, as a fraction of lambda.max, the smallest value for which all coefficients are zero. The default depends on the sample size nobs relative to the number of variables nvars.
nlambda	The number of lambda values.

glmtlp documentation built on March 18, 2022, 7:59 p.m.