dot-run_replicated_cv: Run replicated K-fold CV with random splits
In pense: Penalized Elastic Net S/MM-Estimator of Regression

.run_replicated_cv

R Documentation

Run replicated K-fold CV with random splits

Run replicated K-fold CV with random splits

.run_replicated_cv(
  std_data,
  cv_k,
  cv_repl,
  cv_est_fun,
  metric,
  par_cluster = NULL,
  handler_args = list()
)

`std_data`	standardized full data set (standardized by `.standardize_data`)
`cv_k`	number of folds per CV split
`cv_repl`	number of CV replications.
`cv_est_fun`	function taking the standardized training set and the indices of the left-out observations and returns a list of estimates. The function always needs to return the same number of estimates!
`metric`	function taking a vector of prediction errors and returning the scale of the prediction error.
`par_cluster`	parallel cluster to parallelize computations.
`handler_args`	additional arguments to the handler function.