Post-processes a raw lambda sequence from the stagewise algorithm to keep
only strictly decreasing values (via running minimum and deduplication).
Usage
extract_decreasing_indices(lambda, tol_digits = 6L)
Arguments
- lambda
Numeric vector of raw lambda values from stagewise iterations.
- tol_digits
Integer, number of digits for rounding in deduplication.
Value
An integer vector of indices into the original lambda vector
corresponding to the strictly decreasing subsequence.