get_glm_lambda {catalytic} | R Documentation |
Compute Lambda Based on Discrepancy Method
Description
This function calculates a lambda value based on the selected discrepancy method for a generalized linear model (GLM). The discrepancy method determines the type of error or deviance used in the calculation.
Usage
get_glm_lambda(
discrepancy_method = c("mean_square_error", "mean_classification_error",
"logistic_deviance"),
X,
coefs
)
Arguments
discrepancy_method |
Character. A string specifying the type of discrepancy method
to use. Options are |
X |
Matrix. The design matrix (predictors) for the GLM. |
coefs |
Numeric vector. The coefficients for the GLM. |
Value
Numeric. The computed lambda value based on the selected discrepancy method.
[Package catalytic version 0.1.0 Index]