Nothing
cv.xenv <- function(X, Y, u, m, nperm) {
Y <- as.matrix(Y)
a <- dim(Y)
n <- a[1]
r <- a[2]
p <- ncol(X)
prederr <- rep(0, nperm)
for (i in 1:nperm) {
id <- sample(n, n)
Xn <- X[id, ]
Yn <- Y[id, ]
Yn <- as.matrix(Yn)
for (j in 1:m) {
id.test <- (floor((j - 1) * n / m) + 1) : ceiling(j * n / m)
id.train <- setdiff(1:n, id.test)
X.train <- Xn[id.train, ]
Y.train <- Yn[id.train, ]
X.test <- Xn[id.test, ]
Y.test <- Yn[id.test, ]
n.test <- length(id.test)
fit <- xenv(X.train, Y.train, u, asy = F)
betahat <- fit$beta
muhat <- fit$mu
resi <- as.matrix(Y.test - matrix(1, n.test, 1) %*% t(muhat) - as.matrix(X.test) %*% betahat)
sprederr <- apply(resi, 1, function(x) sum(x ^ 2))
prederr[i] <- prederr[i] + sum(sprederr)
}
}
return(sqrt(mean(prederr / n)))
}
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