iilasso (version 0.0.2)

setup_lambda: Set up a lambda sequence

Description

Set up a lambda sequence

Usage

setup_lambda(X, y, family = "gaussian", lambda.min.ratio = 1e-04,
  nlambda = 100)

Arguments

X

matrix of explanatory variables

y

vector of objective variable

family

family of regression: "gaussian" (default) or "binomial"

lambda.min.ratio

ratio of max lambda and min lambda

nlambda

the number of lambda (ignored if lambda is specified)

Value

lambda

Examples

# NOT RUN {
X <- matrix(c(1,2,3,5,4,7,6,8,9,10), nrow=5, ncol=2)
b <- matrix(c(-1,1), nrow=2, ncol=1)
e <- matrix(c(0,-0.1,0.1,-0.1,0.1), nrow=5, ncol=1)
y <- as.numeric(X %*% b + e)
setup_lambda(X, y)
# }