generate.lambdas: generate.lambdas

Description Usage Arguments Details

View source: R/ccdr-functions.R

Description

Convenience function for creating a grid of lambdas.

Usage

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generate.lambdas(lambda.max, lambdas.ratio = 0.001, lambdas.length = 50,
  scale = "linear")

Arguments

lambda.max

Maximum value of lambda; in terms of the algorithm this is the initial value of the regularization parameter in the solution path.

lambdas.ratio

Ratio between the maximum lambda value and the minimum lambda value in the solution path.

lambdas.length

Number of values to include.

scale

Which scale to use: Either "linear" or "log".

Details

See Section 5.3 of Aragam and Zhou (2015), JMLR for a discussion of regularization paths (also, solution paths) as used in the CCDr algorithm.


itsrainingdata/ccdr documentation built on May 17, 2017, 5:23 a.m.