Maximum lambda in lasso model

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Description

Computes the earliest (largest) lambda's for which predictors enter the lasso model.

Usage

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lasso_max_lambda_lars(X, y)

lasso_max_lambda_glmnet(X, y, nlambda = NULL)

lasso_max_lambda(X, y, method = c("glmnet", "lars"), ...)

Arguments

X

matrix of predictors

y

response vector

Value

vector of maximum lambda's