get_cox_lambda_max {glmnet}  R Documentation 
Return the lambda max value for Cox regression model, used for computing initial lambda values. For internal use only.
get_cox_lambda_max(
x,
y,
alpha,
weights = rep(1, nrow(x)),
offset = rep(0, nrow(x)),
exclude = c(),
vp = rep(1, ncol(x))
)
x 
Input matrix, of dimension 
y 
Survival response variable, must be a 
alpha 
The elasticnet mixing parameter, with 
weights 
Observation weights. 
offset 
Offset for the model. Default is a zero vector of length

exclude 
Indices of variables to be excluded from the model. 
vp 
Separate penalty factors can be applied to each coefficient. 
This function is called by cox.path
for the value of lambda max.
When x
is not sparse, it is expected to already by centered and scaled.
When x
is sparse, the function will get its attributes xm
and
xs
for its centering and scaling factors. The value of
lambda_max
changes depending on whether x
is centered and
scaled or not, so we need xm
and xs
to get the correct value.