cvf: Cross-validation internal function for cv_plmm

In plmmr: Penalized Linear Mixed Models for Correlated Data

Cross-validation internal function for cv_plmm

Description

Internal function for cv_plmm which calls plmm on a fold subset of the original data.

Usage

cvf(i, fold, type, cv_args, ...)

Arguments

i	Fold number to be excluded from fit.
fold	n-length vector of fold-assignments.
type	A character argument indicating what should be returned from predict.plmm. If type == 'lp' predictions are based on the linear predictor, $X beta$. If type == 'individual' predictions are based on the linear predictor plus the estimated random effect (BLUP).
cv_args	List of additional arguments to be passed to plmm.
...	Optional arguments to predict_within_cv

Value

a list with three elements:

• a numeric vector with the loss at each value of lambda

• a numeric value indicating the number of lambda values used

• a numeric value with the predicted outcome (y hat) values at each lambda

plmmr documentation built on April 4, 2025, 12:19 a.m.