gcv: gcv

In nsdr: Nonlinear Sufficient Dimension Reduction

Description

gcv

Usage

gcv(x,y,eps,which,ytype,complex.x,complex.y)

Arguments

x	input predictor matrix from training set
y	response variables
eps	candidate
which	choose between ex and ey
ytype	type of response variables
complex.x	tuning parameter for the Gaussian kernel in X
complex.y	tuning parameter for the Gaussian kernel in Y

Value

gcv criterion

References

Li, B. (2018). Sufficient dimension reduction: Methods and applications with R. CRC Press.

Examples

n = 50; p = 5; sigma = 1;
x = matrix(rnorm(n*p),n,p) ; err = rnorm(n)
y = (x[,1]+1)^2 + sigma*err; ex=0.01 ; ey=0.01; candidate=0.01
epsx <- gcv(x,y,candidate,"ex", "categorical",1,1)
epsy <- gcv(x,y,candidate,"ey", "categorical",1,1)

nsdr documentation built on June 3, 2021, 9:06 a.m.