Cyclops (version 2.0.2)

convertToCyclopsVariance: Convert to Cyclops Prior Variance

Description

convertToCyclopsVariance converts the regularization parameter lambda from glmnet into a prior variance.

Usage

convertToCyclopsVariance(lambda, nobs)

Arguments

lambda

Regularization parameter from glmnet

nobs

Number of observation rows in dataset

Value

Prior variance under a Laplace() prior