Description Usage Arguments Value

This function returns *λ = E[||X^T ε||_∞] / n*,
where *ε ~ N(0, σ^2 I)*.

1 | ```
estimateLambda(X, sigma, nsim = 1000)
``` |

`X, ` |
the design matrix. |

`sigma, ` |
the noise level. |

`nsim, ` |
the number of Monte Carlo simulations to run. |

This function returns the value of tuning parameter.

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