cv_fit: Internal function for 'cv_snpls'

In sNPLS: NPLS Regression with L1 Penalization

Description

Internal function for cv_snpls

Usage

cv_fit(
  xtrain,
  ytrain,
  xval,
  yval,
  ncomp,
  threshold_j = NULL,
  threshold_k = NULL,
  keepJ = NULL,
  keepK = NULL,
  method,
  ...
)

Arguments

xtrain	A three-way training array
ytrain	A response training matrix
xval	A three-way test array
yval	A response test matrix
ncomp	Number of components for the sNPLS model
threshold_j	Threshold value on Wj. Scaled between [0, 1)
threshold_k	Threshold value on Wk. Scaled between [0, 1)
keepJ	Number of variables to keep for each component, ignored if threshold_j is provided
keepK	Number of 'times' to keep for each component, ignored if threshold_k is provided
method	Select between sNPLS, sNPLS-SR or sNPLS-VIP
...	Further arguments passed to sNPLS

Value

Returns the CV mean squared error

sNPLS documentation built on Jan. 13, 2021, 3:46 p.m.