get_lambda {rrda}R Documentation

Estimate an appropriate value for the ridge penalty (lambda).

Description

Estimate an appropriate value for the ridge penalty (lambda).

Usage

get_lambda(Y, X, scale.X = FALSE, sample.X = sample.X, sample.Y = sample.Y)

Arguments

Y

A numeric matrix of response variables.

X

A numeric matrix of explanatory variables.

scale.X

Logical indicating if X is scaled. Default is FALSE.

sample.X

A number of variables sampled from X for the lamdba range estimate. Default is 1000.

sample.Y

A number of variables sampled from Y for the lamdba range estimate. Default is 1000.

Value

A numeric vector of the range of lambda values.


[Package rrda version 0.1.1 Index]