Description Usage Arguments Value Author(s) See Also

Internal function that computes Leave-On-Out (LOO) Error for KRLS given a fixed value for lambda (the parameter that governs the tradeoff between model fit and complexity in KRLS).
This function is called internally by `krls`

to find value of lambda that minimizes the LOO error. It would normally not be called by the user directly.

1 2 |

`y` |
n by 1 vector of outcomes. |

`Eigenobject` |
Object from call to |

`lambda` |
Positive scalar value for lamnbda parameter. |

`eigtrunc` |
Positive scalar value that determines truncation of eigenvalues for lamnda search window. See |

Scalar value for LOO error.

Jens Hainmueller (Stanford) and Chad Hazlett (MIT)

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