Group Lasso Implementation in R

r

#1

Hi,
I am trying to implement Group Lasso using ‘grplasso’ package.I am facing trouble finding the lambda value(penalty parameter).There is a function ‘lambdamax’,which provides a value of lambda,which I am not sure how it is calculated and is giving me incorrect results(when I tried implementing it blindly).An ideal case would be to cross validate to find the least penalty value,but is not available on the package.Any help on this would be great.

Thanks,
Varnith Chordia