loo: Leave-one-out criterion

Description Usage Arguments Author(s) See Also

Description

The loo() function can be viewed as an internal function. It is called by estim.regul() to obtain optimal values for the two parameters of regularization.

Usage

1
loo(X, Y, lambda1, lambda2)

Arguments

X

numeric matrix (n * p), containing the X coordinates.

Y

numeric matrix (n * q), containing the Y coordinates.

lambda1

parameter of regularization for X variables

lambda2

parameter of regularization for Y variables

Author(s)

Sébastien Déjean, Ignacio González

See Also

estim.regul


CCA documentation built on May 2, 2019, 2:46 p.m.