msefun.normal: Prediction means squared errors for hold out data in cross...

View source: R/extlasso.R

msefun.normalR Documentation

Prediction means squared errors for hold out data in cross validation

Description

The function computes Prediction means squared errors for hold out data of ith fold

Usage

msefun.normal(lambda1,f1,xi,yi)

Arguments

lambda1

value of lambda

f1

A fitted ‘extlasso’ object

xi

Hold out data of predictor variables

yi

Hold out data of response variables

Details

This function is internal and used by cross validation routines.

Value

A value of prediction mean squared error

Author(s)

B N Mandal and Jun Ma


extlasso documentation built on May 13, 2022, 9:08 a.m.