lasso_max_lambda: Maximum lambda in lasso model

Description Usage Arguments Value

View source: R/stats_glmnet.R

Description

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

Usage

1
lasso_max_lambda(X, y, method = c("glmnet", "lars"), ...)

Arguments

X

matrix of predictors

y

response vector

method

either 'glmnet' or 'lars'

Value

vector of maximum lambda's


knockoff documentation built on Nov. 17, 2017, 4:48 a.m.