ALPHA Subcommand (LINEAR_LASSO extension command)

ALPHA allows specification of the single alpha regularization parameter value for FIT mode or the multiple values for TRACE and CROSSVALID modes.

VALUES = values.

Specify one or more values for the alpha regularization parameter. Multiple values can be specified individually or as ranges. Positive value(s). Default=1.

METRIC = LINEAR | LG10.

Specifies use of a linear or logarithmic metric for ranges of alpha values. For the logarithmic metric, 10 is raised to the power of specified values. The X axes for plots for varying alpha values also use the specified metric for displays.