+#' 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)