Solves main optimization problem over a grid of lambda values

Computes lambda_max, which is the smallest value of `lam`

for which
`hierband`

(with `delta=NULL`

) gives a diagonal covariance matrix.

1 | ```
lam.max.hierband(Sighat, ww)
``` |

`Sighat` |
empirical covariance matrix |

`ww` |
the diagonal of w |

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