cv.enetLTS  R Documentation 
enetLTS
objectDoes kfold crossvalidation for enetLTS, produces a plot,
and returns optimal values for alpha
and lambda
. Combine the crossvalidation
functions internally used in the algorithm enetLTS
.
cv.enetLTS(index=NULL,family,xx,yy,alphas,lambdas,nfold,repl,ncores,plot=TRUE)
index 
A user supplied index. The default is 
family 
a description of the error distribution and link function to be used
in the model. 
xx 
matrix 
yy 
response 
alphas 
a user supplied alpha sequence for the elastic net penalty, which is the mixing proportion of the ridge and lasso penalties and takes value in [0,1]. Here α=1 is the lasso penalty, and α=0 the ridge penalty. 
lambdas 
a user supplied lambda sequence for the strength of the elastic net penalty. 
nfold 
a user supplied numeric value for fold number of kfold crossvalidation which used in varied functions of the algorithm. The default is 5fold crossvalidation. 
repl 
a user supplied posiitive number for more stable results, repeat the kfold CV

ncores 
a positive integer giving the number of processor cores to be used for parallel computing. The default is 4. 
plot 
a logical indicating if produces a plot for kfold crossvalidation based on alpha and lambda combinations. The default is TRUE. 
produces a plot,
and returns optimal values for alpha
and lambda
This is an internal function. But, it is also available for direct usage to obtain optimal values of alpha and lambda for user supplied index set.
Fatma Sevinc KURNAZ, Irene HOFFMANN, Peter FILZMOSER
Maintainer: Fatma Sevinc KURNAZ <fskurnaz@gmail.com>;<fskurnaz@yildiz.edu.tr>
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