Lambda path

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Description

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

Usage

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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

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## 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)