Description Usage Arguments Value Author(s) References

Variance estimation using refitted cross-validation in ultrahigh dimensional regression.

1 |

`y` |
response variable. Quantitative for family= |

`X` |
input matrix, of dimension n x p; each row is an observation vector. |

`cv` |
when FALSE, variance is estimated using Refitted Cross Validation in Fan et al. 2012; and when TRUE, it is estimated using cross validation as in Reid et al. 2013. Default is FALSE. |

`fit` |
A user supplied |

`intercept` |
should intercept(s) be fitted (default=TRUE) or set to zero (FALSE). |

Estimator of *σ*

Jianqing Fan, Shaojun Guo. Modified by Jairo Diaz.

Jianqing Fan, Shaojun Guo and Ning Hao. Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Journal of the Royal Statistical Society: Series B. 2012

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