select_kmax: Selection of penalty parameter based on cross-validation
In CondReg: Condition Number Regularized Covariance Estimation
Description
Selection of penalty parameter based on cross-validation
Usage
1
select_kmax(X, k, fold = min(nrow(X), 10))
Arguments
X
n-by-p data matrix
k
vector of penalties for cross-validation
fold
number of folds for cross-validation
CondReg documentation built on May 2, 2019, 4:52 a.m.
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Description
Selection of penalty parameter based on cross-validation
Usage
1 | select_kmax(X, k, fold = min(nrow(X), 10))
|
Arguments
X |
n-by-p data matrix |
k |
vector of penalties for cross-validation |
fold |
number of folds for cross-validation |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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