pkg/man/gridLambda.Rd

   1 % Generated by roxygen2: do not edit by hand
   2 % Please edit documentation in R/gridLambda.R
   3 \name{gridLambda}
   4 \alias{gridLambda}
   5 \title{Construct the data-driven grid for the regularization parameters used for the Lasso estimator}
   6 \usage{
   7 gridLambda(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, tau)
   8 }
   9 \arguments{
  10 \item{phiInit}{value for phi}
  11
  12 \item{rhoInit}{value for rho}
  13
  14 \item{piInit}{value for pi}
  15
  16 \item{gamInit}{value for gamma}
  17
  18 \item{X}{matrix of covariates (of size n*p)}
  19
  20 \item{Y}{matrix of responses (of size n*m)}
  21
  22 \item{gamma}{power of weights in the penalty}
  23
  24 \item{mini}{minimum number of iterations in EM algorithm}
  25
  26 \item{maxi}{maximum number of iterations in EM algorithm}
  27
  28 \item{tau}{threshold to stop EM algorithm}
  29 }
  30 \value{
  31 the grid of regularization parameters
  32 }
  33 \description{
  34 Construct the data-driven grid for the regularization parameters used for the Lasso estimator
  35 }
  36