lasso_max_lambda {knockoff}R Documentation

Maximum lambda in lasso model

Description

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

Usage

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


[Package knockoff version 0.3.6 Index]