ols_KCV: K-Fold Cross Validation for OLS

In ProxReg: Linear Models for Prediction and Classification using Proximal Operators

K-Fold Cross Validation for OLS

Description

ols_KCV makes the K-Fold Cross Validation for ordinary least squared regression

Usage

ols_KCV(data,k,y,x)

Arguments

data	full dataset which will be used for KCV
k	integer, which indicates how many training and test set will be splited from the dataset
y	dependent variable
x	independent variables

Value

the root mean square error after K-Fold Cross Validation on training set

Examples

df<-mtcars
ols_KCV(mtcars,5,"hp",c("mpg","qsec","disp"))

ProxReg documentation built on April 3, 2025, 9:21 p.m.