Prediction and Cross-Validation Selection of Tuning parameter lambda2 in ODC

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Description

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

Usage

1
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.