R: Get null deviance, starting mu and lambda max

get_start {glmnet} | R Documentation

## Get null deviance, starting mu and lambda max

### Description

Return the null deviance, starting mu and lambda max values for initialization. For internal use only.

### Usage

    get_start(x, y, weights, family, intercept, is.offset, offset, exclude, vp,
      alpha)

### Arguments

`x` | Input matrix, of dimension `nobs x nvars`; each row is an observation vector. If it is a sparse matrix, it is assumed to be unstandardized. It should have attributes `xm` and `xs`, where `xm(j)` and `xs(j)` are the centering and scaling factors for variable j respsectively. If it is not a sparse matrix, it is assumed to be standardized.
`y` | Quantitative response variable.
`weights` | Observation weights.
`family` | A description of the error distribution and link function to be used in the model. This is the result of a call to a family function. (See `family` for details on family functions.)
`intercept` | Does the model we are fitting have an intercept term or not?
`is.offset` | Is the model being fit with an offset or not?
`offset` | Offset for the model. If `is.offset=FALSE`, this should be a zero vector of the same length as `y`.
`exclude` | Indices of variables to be excluded from the model.
`vp` | Separate penalty factors can be applied to each coefficient.
`alpha` | The elasticnet mixing parameter, with 0 ≤ α ≤ 1.

### Details

This function is called by `glmnet.path` for null deviance, starting mu and lambda max values. It is also called by `glmnet.fit` when used without warmstart, but they only use the null deviance and starting mu values.

When `x` is not sparse, it is expected to already by centered and scaled. When `x` is sparse, the function will get its attributes `xm` and `xs` for its centering and scaling factors.

Note that whether `x` is centered & scaled or not, the values of `mu` and `nulldev` don't change. However, the value of `lambda_max` does change, and we need `xm` and `xs` to get the correct value.

[Package glmnet version 4.0-2 Index]