Selects the optimal lambda value from those in the BigQuic_object, i.e. BigQuic Result.
BigQuic.select(BigQuic_result = NULL, stars.thresh = 0.1,
stars.subsample.ratio = NULL, rep.num = 20, verbose = TRUE,
verbose2 = 0)
A BigQuic_object returned from running BigQuic.
The threshold used in the Stars selection method for choosing a lambda
The ratio giving how large the subsamples will be for Stars, if null there is a heuristic calculation.
Number of times to do the repetition in Stars.
Controls the level of verbosity in a part of the code.
Controls the level of verbosity in another section of code.