CV_core: Core part for (Post-) Lasso cross-validation

In plasso: Cross-Validated (Post-) Lasso

Core part for (Post-) Lasso cross-validation

Description

CV_core contains the core parts of the cross-validation for Lasso and Post-Lasso.

Usage

CV_core(x, y, w, cvgroup, list, i, lambda, ...)

Arguments

x	Covariate matrix to be used in cross-validation
y	Vector of outcomes
w	Vector of weight
cvgroup	Categorical with k groups to identify folds
list	List 1:k
i	Number of fold that is used for prediction
lambda	Series of lambdas used
...	Pass glmnet options

Value

MSE_lasso / MSE_plasso: means squared errors for each lambda.

plasso documentation built on May 29, 2024, 6:46 a.m.