Computes lammax, the smallest value of lam for which hsm
gives a completely sparse solution.
lam.max.hsm(y, assign, w.assign)Length-p vector used in proximal operator.
Matrix of p columns that gives the assignments of
variables over different path graphs. Each row of assign corresponds to
a path graph decomposed from DAG. Refer to paths for more details.
List of length nrow(assign), for which
the lth element contains the weights corresponding to the
lth row of assign (the lth path graph). For
example, if the lth path graph is made up of three nodes indexed with
{3, 4, 6, 8}, w.assign[[l]] = {w_3, w_4, w_6, w_8}.
Refer to paths for more details.