Nothing

```
lambda0=function(x,y,weights=rep(1,N),exclude=NULL){
if(length(exclude))x=x[,-exclude]
N=length(y)
ybar=weighted.mean(y,weights)
yvar=weighted.mean((y-ybar)^2,weights)
y=(y-ybar)/sqrt(yvar)
weights=weights/N
xbar=t(weights)%*%x
xvar=t(weights)%*%(x^2)-xbar^2
grad= abs(t(y*weights)%*%x)/sqrt(xvar)
max(grad)
}
```

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