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 |
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]