BigQuic.select {BigQuic}

BigQuic Select

Description

Selects the optimal lambda value from those in the BigQuic_object, i.e. BigQuic Result.

Usage

BigQuic.select(BigQuic_result = NULL, stars.thresh = 0.1, 
       stars.subsample.ratio = NULL, rep.num = 20, verbose = TRUE, 
       verbose2 = 0)

Arguments

BigQuic_result

A BigQuic_object returned from running BigQuic.

stars.thresh

The threshold used in the Stars selection method for choosing a lambda

stars.subsample.ratio

The ratio giving how large the subsamples will be for Stars, if null there is a heuristic calculation.

rep.num

Number of times to do the repetition in Stars.

verbose

Controls the level of verbosity in a part of the code.

verbose2

Controls the level of verbosity in another section of code.