#' 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) p = dim(phiInit)[1] m = dim(phiInit)[2] k = dim(phiInit)[3] list_EMG = .Call("EMGLLF_core",phiInit,rhoInit,piInit,gamInit,mini,maxi,1,0,X,Y,tau) grid = array(0, dim=c(p,m,k)) for (i in 1:p) { for (j in 1:m) grid[i,j,] = abs(list_EMG$S[i,j,]) / (n*list_EMG$pi^gamma) } grid = unique(grid) grid = grid[grid <=1] return(grid) }