calculate generalized approximate cross validation error (GACV) estimation for SCAD SVM model
vector of class labels (only for 2 classes)
list, describing SCAD SVM model, produced by function scadsvc
returns the GACV value
Natalia Becker [email protected]
Zhang, H. H., Ahn, J., Lin, X. and Park, C. (2006). Gene selection using support vector machines with nonconvex penalty. Bioinformatics, 22, pp. 88-95.
Wahba G., Lin, Y. and Zhang, H. (2000). GACV for support vector machines, or, another way to look at margin-like quantities, in A. J. Smola, P. Bartlett, B. Schoelkopf and D. Schurmans (eds), Advances in Large Margin Classifiers, MIT Press, pp. 297-309.
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