X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=R%2FgridLambda.R;h=2c66e4ca23572eea99adcb0c76d7200b1c09e43a;hb=aa8df014ec50b2569f03eb81de720355c77633ea;hp=66b6cc2eba16aed17403d0f9df8ce377c609abf2;hpb=39046da6016f15d625bd99cf0303ea8beb838c79;p=valse.git diff --git a/R/gridLambda.R b/R/gridLambda.R index 66b6cc2..2c66e4c 100644 --- a/R/gridLambda.R +++ b/R/gridLambda.R @@ -1,3 +1,14 @@ +#' Construct the data-driven grid for the regularization parameters used for the Lasso estimator +#' @param phiInit value for phi +#' @param rhoInt value for rho +#' @param piInit value for pi +#' @param gamInit value for gamma +#' @param mini minimum number of iterations in EM algorithm +#' @param maxi maximum number of iterations in EM algorithm +#' @param tau threshold to stop EM algorithm +#' @return the grid of regularization parameters +#' @export +#----------------------------------------------------------------------- gridLambda = function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, tau) { n = nrow(X)