Description Usage Arguments Value Author(s) See Also Examples

Determine EPE for many regression methods.

1 2 |

`X` |
input matrix of dimension n-by-p with p<n |

`y` |
output vector |

`MaxIter` |
Number of CV iterations. |

`d` |
Size of hold-out sample. |

`NCores` |
Number of cores to use for parallel processing. |

`plotBest` |
Number of EPE's to include on plot |

`verboseQ` |
True, display progress, otherwise silent. When running R in Windows, the usual default is output buffering which means you will not see the extra output generated from verboseQ=TRUE until after regal() has finished. To see the output while this function is running you need to turn output buffering off. This can be done with the short-cut Ctrl-W. Another way to do this is to use the R Gui. Select Misc and the click on buffered output. |

A barplot is produced and matrix returned with rows corresponding to method and columns containing EPE, sd(EPE), snr and two correlation estimates between forecast and true value.

A. I. McLeod

1 2 3 4 5 6 7 8 9 10 11 | ```
#about 200 seconds
## Not run:
data(prostate)
X <- as.matrix.data.frame(prostate[,-9])
y <- prostate[,9]
system.time(m<-regal(X, y, MaxIter=1000, d=10, NCores=8, verboseQ=TRUE))[3]
ind <- rev(order(m[,6]))
dotchart(m[ind,6], pch=19, cex=0.5, bg=rgb(1,1,0,0.4),
color="blue", main="CPU times")
## End(Not run)
``` |

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