R/CDMEAN2.R

Defines functions CDMEAN2

Documented in CDMEAN2

CDMEAN2 <-
  function(Train,Test, P, lambda=1e-5, C=NULL){
    PTrain<-P[rownames(P)%in%Train,]
    PTest<-P[rownames(P)%in%Test,]
    if (length(Test)==1){PTest=matrix(PTest, nrow=1)}
    if (!is.null(C)){PTest<-C%*%PTest}
    CD<-PTest%*%solve(crossprod(PTrain)+lambda*diag(ncol(PTrain)),t(PTrain))
    CDmean<-mean(diag(tcrossprod(CD))/diag(tcrossprod(PTest)))
    return(CDmean)
  }

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STPGA documentation built on May 2, 2019, 8:19 a.m.