Convenience function for creating a grid of lambdas.
generate.lambdas(
lambda.max,
lambdas.ratio = 0.001,
lambdas.length = 50,
scale = "linear"
)Maximum value of lambda; in terms of the algorithm this is the initial value of the regularization parameter in the solution path.
Ratio between the maximum lambda value and the minimum lambda value in the solution path.
Number of values to include.
Which scale to use: Either "linear" or "log".
See Section 5.3 of Aragam and Zhou (2015) for a discussion of regularization paths (also, solution paths).