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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 | |