[R] Glmnet lambda value choice

[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 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