Re: [R] Glmnet lambda value choice

2011-08-23 Thread eugen pircalabelu
n 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

[R] Glmnet lambda value choice

2011-08-23 Thread Noah Silverman
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 o