Estimate an appropriate value for the ridge penalty (lambda).
get_lambda(
Y,
X,
scale.X = FALSE,
sample.X = 1000,
sample.Y = 1000,
num.lambda = 50
)A numeric vector of the range of lambda values.
A numeric matrix of response variables.
A numeric matrix of explanatory variables.
Logical indicating if X is scaled. Default is FALSE.
A number of variables sampled from X for the lamdba range estimate. Default is 1000.
A number of variables sampled from Y for the lamdba range estimate. Default is 1000.
A number of lambda generated. Default is 50.