make_lambda_path

linreg_core

Function make_lambda_path 

Source 
pub fn make_lambda_path(
    y_json: &str,
    x_vars_json: &str,
    n_lambda: usize,
    lambda_min_ratio: f64,
) -> String
Expand description

Generates a lambda path for regularized regression via WASM.

Creates a logarithmically-spaced sequence of lambda values from lambda_max (where all penalized coefficients are zero) down to lambda_min. This is useful for fitting regularization paths and selecting optimal lambda via cross-validation.

§Arguments

  • y_json - JSON array of response variable values
  • x_vars_json - JSON array of predictor arrays
  • n_lambda - Number of lambda values to generate (default: 100)
  • lambda_min_ratio - Ratio for smallest lambda (default: 0.0001 if n >= p, else 0.01)

§Returns

JSON string containing:

  • lambda_path - Array of lambda values in decreasing order
  • lambda_max - Maximum lambda value
  • lambda_min - Minimum lambda value
  • n_lambda - Number of lambda values

§Errors

Returns a JSON error object if parsing fails or domain check fails.