getLamPath: Lambda path

In pulsar: Parallel Utilities for Lambda Selection along a Regularization Path

Lambda path

Description

Generate a lambda path sequence in descending order, equally or log-spaced.

Usage

getLamPath(max, min, len, log = FALSE)

Arguments

max	numeric, maximum lambda value
min	numeric, minimum lambda value
len	numeric/int, length of lambda path
log	logical, should the lambda path be log-spaced

Value

numeric vector of lambdas

See Also

getMaxCov

Examples

## Generate the data with huge:
library(huge)
set.seed(10010)
p <- 40 ; n <- 100
dat   <- huge.generator(n, p, "hub", verbose=FALSE, v=.1, u=.3)

## Theoretical lamda max is the maximum abs value of the empirical covariance matrix
maxCov <- getMaxCov(dat$data)
lams   <- getLamPath(maxCov, 5e-2*maxCov, len=40)

pulsar documentation built on Sept. 25, 2023, 1:08 a.m.