View source: R/computeLambda.R
computeLambdaMax | R Documentation |
compute the maximum lambda value based on given dataset
computeLambdaMax(fix, rnd, data, scale = TRUE)
fix |
A two-sided linear formula object describing the fixed-effects part of the model, with the response on the left of a ~ operator and the terms, separated by + operators, on the right. For categorical covariables use as.factor(.) in the formula. Note, that the corresponding dummies are treated as a group and are updated blockwise |
rnd |
A two-sided linear formula object describing the random-effects part of the model, with the grouping factor on the left of a ~ operator and the random terms, separated by + operators, on the right; aternatively, the random effects design matrix can be given directly (with suitable column names). If set to NULL, no random effects are included. |
data |
The data frame containing the variables named in formula. |
scale |
default value is true |
lambdaMax is computed based on the coordinate descent algorithm from this paper: Friedman, Jerome, Trevor Hastie, and Rob Tibshirani. "Regularization paths for generalized linear models via coordinate descent."
returns the lambdaMax value based on given dataset
Pirapong Jitngamplang, Jared Lander
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