Description Usage Arguments Details Value Author(s) References Examples
The Cross Validation selection method is evaluated for each submodel.
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formula |
a symbolic description of the model to be fit. The details of model specification are given below. |
data |
an optional data frame containing the variables
in the model. By default the variables are taken from
the environment which |
model, x, y |
logicals. If |
monte.carlo |
the number of Monte Carlo replication we use to estimate the average prediction error. |
split |
the size of the costruction sample. When the suggested value is outside the possible range, the split size is let equal to max(round(size^{(3/4)}),nvar+2). |
contrasts |
an optional list. See the |
verbose |
if |
Models for mle.cv
are specified symbolically. A typical model has the form response ~ terms
where response
is the (numeric) response vector and terms
is a series of terms which specifies a linear predictor for response
. A terms specification of the form first+second
indicates all the terms in first
together with all the terms in second
with duplicates removed. A specification of the form first:second
indicates the the set of terms obtained by taking the interactions of all terms in first
with all terms in second
. The specification first*second
indicates the cross of first
and second
. This is the same as first+second+first:second
.
mle.cv
returns an object of class
"mle.cv"
.
The function summary
is used to obtain and print a summary of the results.
The object returned by mle.cv
are:
cv |
the estimated prediction error for each submodels |
call |
the match.call(). |
contrasts |
|
xlevels |
|
terms |
the model frame. |
model |
if |
x |
if |
y |
if |
info |
not well working yet, if 0 no error occurred. |
Claudio Agostinelli
Shao, J., (1993) Linear model selection by Cross-Validation. Journal American Statistical Association, 88, 486-494.
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