###################################################################################
### Computation of a grid of lambda values from dfmax to 0 penalized coefficients #
###################################################################################
l.Grid <- function(x, y, w, off = 0, alpha = 1, nfold, dfmax, family){
if(length(off) == 1) off <- rep(0, nrow(x))
lmax <- glmnet(x = x,
y = y,
penalty.factor = w,
family = family,
alpha = alpha,
offset = off,
standardize = FALSE,
dfmax = sum(w == 0))$lambda[1]
lmin <- rev(glmnet(x = x,
y = y,
penalty.factor = w,
family = family,
alpha = alpha,
offset = off,
standardize = FALSE,
dfmax = dfmax)$lambda)[1]
lGrid <- c(lmin, lmax)/((1 - (1 / nfold) - 0.1))
return(lGrid)
}
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