GetGammaCV: Get optimal cross validated gamma values by various rules

Description Usage Arguments Value Examples

Description

Get optimal cross validated gamma values by various rules

Usage

1
GetGammaCV(ErrMat, rule = 1, gamma.seq)

Arguments

ErrMat

Matrix of cross validated errors outputted by GetCVErrMat

rule

A number indicating how optimal gamma should be chosen. 1 for minimum cv error, 2 for 1 standard error rule

gamma.seq

sequence of regularization parameters used for cross validation.

Value

A scalar. Optimal gamma selected by CV rule.

Examples

1

SpaCCr documentation built on May 2, 2019, 11:02 a.m.

Related to GetGammaCV in SpaCCr...