.gpGetMaxLambda | R Documentation |
generates a the first lambda which sets all regularized parameters to zero
.gpGetMaxLambda(
regularizedModel,
par,
fitFunction,
gradientFunction,
userSuppliedArguments,
weights
)
regularizedModel |
Model combining likelihood and lasso type penalty |
par |
labeled vector with starting values |
fitFunction |
R fit function |
gradientFunction |
R gradient functions |
userSuppliedArguments |
list with arguments for fitFunction and gradientFunction |
weights |
weights given to each parameter in the penalty function |
first lambda value which sets all regularized parameters to zero (plus some tolerance)
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