MFKnockoffs (version 0.9.1)

lasso_max_lambda_lars: Maximum lambda in lasso model

Description

Computes the earliest (largest) lambda's for which predictors enter the lasso model.

Usage

lasso_max_lambda_lars(X, y, ...)
lasso_max_lambda_glmnet(X, y, nlambda = 200, intercept = T,
  standardize = T, ...)
lasso_max_lambda(X, y, method = c("glmnet", "lars"), ...)

Arguments

X

matrix of predictors

y

response vector

method

either 'glmnet' or 'lars'

Value

vector of maximum lambda's