lambda | R Documentation |
Computes a decreasing lambda sequence of length d
.
The sequence ranges from a data determined maximal lambda \lambda_\textrm{max}
to the user inputed lambda.min
.
lambda(x, y, intercept = TRUE, weights = NULL, grouping = NULL,
groupWeights = NULL, parameterWeights = NULL, alpha = 1, d = 100L,
lambda.min, lambda.min.rel = FALSE,
algorithm.config = lsgl.standard.config)
x |
design matrix, matrix of size |
y |
response matrix, matrix of size |
intercept |
should the model include intercept parameters. |
weights |
sample weights, vector of size |
grouping |
grouping of features, a factor or vector of length |
groupWeights |
the group weights, a vector of length |
parameterWeights |
a matrix of size |
alpha |
the |
d |
the length of lambda sequence |
lambda.min |
the smallest lambda value in the computed sequence. |
lambda.min.rel |
is lambda.min relative to lambda.max ? (i.e. actual lambda min used is |
algorithm.config |
the algorithm configuration to be used. |
a vector of length d
containing the compute lambda sequence.
Martin Vincent
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