Description Usage Arguments Details Value Author(s) See Also Examples
Does k-fold cross-validation for l0ara, produces a plot, and returns the optimal lambda
1 |
x |
Input matrix as in |
y |
Response variable as in |
family |
Response type as in |
lam |
A user supplied |
measure |
Loss function used for corss validation. |
nfolds |
Number of folds. Default value is 10. Smallest value is 3. |
maxit |
Maximum number of passes over the data for |
eps |
Convergence threshold. Default value is |
seed |
Seed of random number generator. |
This function calls l0ara
nfolds
times, each time leaving out 1/nfolds
of the data. The cross-validation error is based on etiher mean square error (mse
) or mean absolute error (mae
).
An object with S3 class "cv.l0ara" containing:
cv.error |
The mean cross validated error for given lambda sequence |
cv.std |
The estimates of standard error of |
lam.min |
The lambda gives min cv.error |
lambda |
The lambda used |
measure |
Type of measure |
family |
Model used |
x |
Design matrix |
y |
Response variable |
name |
Full name of the measure |
Wenchuan Guo <wguo007@ucr.edu>, Shujie Ma <shujie.ma@ucr.edu>, Zhenqiu Liu <Zhenqiu.Liu@cshs.org>
l0ara
, coef.cv.l0ara
, plot.cv.l0ara
methods.
1 2 3 4 5 6 7 8 9 10 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.