Lambda automatically changed.

[hwchang1201]

Hello, how are you?

I was trying to use your code

MCP <- cv.ncpen(y.vec = Y, x.mat = as.matrix(X), family = "gaussian", penalty = "mcp", intercept = FALSE, lambda = 0.00001)
SCAD <- cv.ncpen(y.vec = Y, x.mat = as.matrix(X), family = "gaussian", penalty = "scad", intercept = FALSE, lambda = 0.00001)

But the following warning message pops up,
################
Warning message:
In control.ncpen(y.vec, x.mat, family, penalty, x.standardize, intercept, :
lambda is extended up to 0.397361543702241
################

And I could not get the desirable result. Also I could not find out what the problem is. Will you be able to look it up?

Thanks!