give.lambdas: Regularization parameter generator for spams.fistaTree

In yymmhaha/PackPaper1: Package related to my first paper

Description

Provides regularization parameters used for cross validation in the estimation stage.

Usage

give.lambdas(i, Y)

Arguments

i	a number. (Its true interpretation is unknown, but the purpose is to set the starting and end points for grid search)
Y	a vector. The response vector.

Details

Caution: the suggested values for i is between -14 to 14, but I have not found any paper for the reason. Also, the SPAMS paper use the model error as the input vector σ instead of the original response vector y, but in practice the current choice works better to achieve the wanted sparsity. Reasons unknown, function to be included.

Value

value of lambda

Examples

lam <- map_dbl(seq(-12,12), ~ give.lambdas.inter(.x, Y = Y.single))

yymmhaha/PackPaper1 documentation built on May 24, 2019, 8:55 a.m.