chooselambda: How to choose tunning parameters in the process for selecting...

View source: R/ChooseLambda.R

chooselambdaR Documentation

How to choose tunning parameters in the process for selecting variables.

Description

How to choose tunning parameters in the process for selecting variables.

Usage

chooselambda(object, d)

Arguments

object

object is the fitted lasso model.

d

d is to measure the acceptance of standard deviation. For example, d=1 means we can only choose those lambda which are located in the range of minimum error with one standard deviation.d=2 means we can only choose those lambda which are located in the range of minimum error with two standard deviations.

Value

The lambda value.


XiaQiong/GMMLasso documentation built on April 4, 2022, 6:18 a.m.