lasso_max_lambda {knockoff} | R Documentation |
Computes the earliest (largest) lambda's for which predictors enter the lasso model.
lasso_max_lambda(X, y, method = c("glmnet", "lars"), ...)
X |
matrix of predictors |
y |
response vector |
method |
either 'glmnet' or 'lars' |
vector of maximum lambda's