Checked the authors' paper on page 8 it explains how the \lambda sequence is chosen. I guess this is what you were looking for.
http://www.stanford.edu/~hastie/Papers/glmnet.pdf Eugen Pircalabelu (0032)471 842 140 (0040)727 839 293 ________________________________ From: Noah Silverman <noahsilver...@ucla.edu> To: r-help@r-project.org Sent: Tuesday, August 23, 2011 10:45 AM Subject: [R] Glmnet lambda value choice Hi, When using the glmnet() function of the package glmnet, A series of coefficients is returned for a list of descending lambda values. I am unable to locate anything in the documentation that explains HOW this choice of lambda series is made. (There is documentation about how to choose my own, but I want to understand how the authors are doing it) Any ideas? -- Noah Silverman UCLA Department of Statistics 8117 Math Sciences Building Los Angeles, CA 90095 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
