Description Usage Arguments Value
To perform cross-validation selection method, for selecting tuning parameter lambda2 in ODC
1 | odc.optimallambda2(data, centers, cv.num = 5, lambda2.idx = seq(-3, 3, by = 6/20))
|
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. |
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. |
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