calc.lammax: Calculates maximum lambda value

In aplantin/CSGL: Compositional Sparse Group Lasso

Description

Calculates maximum lambda value as smallest lambda for which all coefficients are zero.

Usage

calc.lammax(Z, y, n, p, H, mu, theta, groups, thresh, erel, maxit)

Arguments

Z	Matrix of log OTU proportions
y	Outcome vector
n	Number of subjects
p	Number of OTUs
H	Matrix I_p - (1/p) 1_p 1_p'
mu	Augmented Lagrangian parameter
theta	Defines convex combination between L1 and L2 penalties (theta = 1 is L1 only, theta = 0 is L2 only)
groups	Vector indicating group membership of each OTU
thresh	Threshold for convergence
erel	Internal parameter for ADMM convergence
maxit	Maximum number of iterations

Value

Maximum lambda value

aplantin/CSGL documentation built on May 21, 2019, 12:08 p.m.