Generate lambda sequence.
setup_lambda(X, y, weights, lambda.min.ratio, nlambda)
Arguments
X |
Input matrix, of dimension nobs x nvars ;
each row is an observation vector. |
y |
Response variable, of length nobs . For family="gaussian" ,
it should be quantitative; for family="binomial" , it should be either
a factor with two levels or a binary vector. |
weights |
Observation weights. |
lambda.min.ratio |
The smallest value for lambda , as a fraction of
lambda.max , the smallest value for which all coefficients are zero.
The default depends on the sample size nobs relative to the number
of variables nvars . |
nlambda |
The number of lambda values. |