Obtains the lambda value for specific values of the smoothing level, correlation and length.
lambda_value(s, rho, N)
is a scalar that specifies the smoothing level.
is the estimated correlation of the two time series. If the time series is univariate rho should be 0.
the length of the bivariate time series.
The value of lambda lambda_value that corresponds to a smoothing level s
A flag to indicate if the lambda value was read from ltable