| 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 | |