maxlambda {MGLM}

Extract maximum lambda

Description

maxlambda extracts the maximum tuning parameter that ensures the estimated regression coefficients are not all zero for the object of class MGLMsparsereg.

Usage

## S4 method for signature 'MGLMsparsereg'
maxlambda(object)

Arguments

object

an object of class MGLMsparsereg from which maximum lambda value can be extracted.

Value

Returns a maximum lambda value of object.

Examples

library("MGLM")
dist <- "DM"
n <- 100
p <- 10
d <- 5
set.seed(118)
m <- rbinom(n, 200, 0.8)
X <- matrix(rnorm(n * p), n, p)
alpha <- matrix(0, p, d)
alpha[c(1, 3, 5), ] <- 1
Alpha <- exp(X %*% alpha)
Y <- rdirmn(size = m, alpha = Alpha)
pen <- "group"
ngridpt <- 30
spmodelfit <- MGLMsparsereg(formula = Y ~ 0 + X, dist = dist, 
                            lambda = Inf, penalty = pen)
maxlambda <- maxlambda(spmodelfit)