odc.optimallambda2: Prediction and Cross-Validation Selection of Tuning parameter...

In SODC: Optimal Discriminant Clustering(ODC) and Sparse Optimal Discriminant Clustering(SODC)

Description

To perform cross-validation selection method, for selecting tuning parameter lambda2 in ODC

Usage

odc.optimallambda2(data, centers, cv.num = 5, lambda2.idx = seq(-3, 3, by = 6/20))

Arguments

data	A numberic dataset matrix.
centers	An integer scalar with the desired number of groups.
cv.num	The numbers of cross validation iteration for selecting tuning parameter lambda2.
lambda2.idx	A sequence of index numbers from which one can get a sequence of lambda2 values by calculating 10^lambda2.idx.

Value

cv.r	An array of numbers indicating the average prediction error corresponding lambda2 array.
sigma	A array of numbers lambda2 from which to choose the optimal lambda2.
opt.lambda2	The chosen optimal lambda2.

SODC documentation built on May 2, 2019, 3:35 p.m.