setupLambdaCox <- function(X, y, Delta, alpha, lambda.min, nlambda, penalty.factor) {
n <- nrow(X)
p <- ncol(X)
# Fit to unpenalized covariates
ind <- which(penalty.factor!=0)
if (length(ind)!=p) {
nullFit <- survival::coxph(survival::Surv(y, Delta) ~ X[, -ind, drop=FALSE])
eta <- nullFit$linear.predictors
rsk <- rev(cumsum(rev(exp(eta))))
s <- Delta - exp(eta)*cumsum(Delta/rsk)
} else {
w <- 1/(n-(1:n)+1)
s <- Delta - cumsum(Delta*w)
}
# Determine lambda.max
zmax <- .Call("maxprod", X, s, ind, penalty.factor) / n
lambda.max <- zmax/alpha
if (lambda.min==0) lambda <- c(exp(seq(log(lambda.max), log(.001*lambda.max), len=nlambda-1)), 0)
else lambda <- exp(seq(log(lambda.max), log(lambda.min*lambda.max), len=nlambda))
lambda
}
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