SetLambda {glmlep}

Internal glmlep functions

Description

Internal glmlep functions

Usage

SetLambda(x, y, lambda.min, nlambda, penalty.factor)

Arguments

x

The design matrix, without an intercept.

y

The response vector. Quantitative for family="gaussian". For family="binomial" should be a vector with two levels.

lambda.min

Smallest value for lambda, as a fraction of lambda.max, the (data derived) entry value (i.e. the smallest value for which all coefficients are zero). The default depends on the sample size nobs relative to the number of variables nvars. If nobs > nvars, the default is 0.001, close to zero. If nobs < nvars, the default is 0.05.

nlambda

The number of lambda values; default is 100.

penalty.factor

Separate penalty factors can be applied to each coefficient. This is a number that multiplies lambda to allow differential shrinkage.

Details

These are not intended for use by users.

Author(s)

Canhong Wen, Hao Lin, Shaoli Wang and Xueqin Wang.

Maintainer: Canhong Wen <[e-mail]>