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

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

Usage

get_lambda(
  Y,
  X,
  scale.X = FALSE,
  sample.X = 1000,
  sample.Y = 1000,
  num.lambda = 50
)

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.

num.lambda

A number of lambda generated. Default is 50.

Value

A numeric vector of the range of lambda values.