Closed zcaiElvis closed 1 year ago
Calculate the largest lambda so that the penalty term is zero, so users don't have to specify a lambda_max.
lambda_max
Similar implementation from glmgen here: https://github.com/glmgen/glmgen/blob/master/c_lib/glmgen/src/tf/tf_maxlam.c
glmgen
Calculate the largest lambda so that the penalty term is zero, so users don't have to specify a
lambda_max.Similar implementation from
glmgenhere: https://github.com/glmgen/glmgen/blob/master/c_lib/glmgen/src/tf/tf_maxlam.c