MSE_lambda_rank | R Documentation |
For cross-validation, compute MSE for different ranks of the coefficient Bhat and lambda.
MSE_lambda_rank(Bhat_comp_1L, X, Y, nrank)
Bhat_comp_1L |
A list containing components of Bhat. |
X |
A numeric matrix of explanatory variables. |
Y |
A numeric matrix of response variables. |
nrank |
A numeric vector indicating the rank(s) of Bhat. |
A numeric vector of MSE values for each rank.
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