Lambda sequence for quantile generalized lasso

Source: R/quantile_genlasso.R

Compute a lambda sequence for a quantile generalized lasso problem.

get_lambda_seq(
  x,
  y,
  d,
  nlambda,
  lambda_min_ratio,
  weights = NULL,
  intercept = TRUE,
  standardize = TRUE,
  lp_solver = c("glpk", "gurobi"),
  transform = NULL
)

Details

This function returns nlambda values log-spaced in between lambda_max, as computed by get_lambda_max, and lamdba_max * lambda_min_ratio. If d is not specified, we will set it equal to the identity (hence interpret the problem as a quantile lasso problem).