regal: Regression EPE for All Implemented Methods
In gencve: General Cross Validation Engine

Description Usage Arguments Value Author(s) See Also Examples

Determine EPE for many regression methods.

1 2	regal(X, y, MaxIter = 1000, d = "default", NCores = 1, plotBest = 6, verboseQ = FALSE)

`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

gcv

#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)