computeCVError: Compute CV Error (Internal)

In srlars: Fast and Scalable Cellwise-Robust Ensemble

Compute CV Error (Internal)

Description

Evaluates the cross-validation error of a given active set using a hyper-fast Cholesky solver (with optional Huber IRLS robust fitting) and robust validation loss.

Usage

computeCVError(cv_data, active_set, cv_fit, cv_loss)

Arguments

cv_data	List of fold data (x_train, y_train, x_val, y_val).
active_set	Integer vector of active predictors.
cv_fit	Character. Fitting method: "ls" or "huber" (IRLS).
cv_loss	Character. Loss function: "huber", "trimmed", or "mse".

Value

Numeric. The averaged cross-validation error.

srlars documentation built on Sept. 23, 2026, 5:10 p.m.