cv_risk: Cross-Validation for boosting GaussianLSS

In FAUBZhang/ASL:

Description

Cross-validation for boosting GaussianLSS

Usage

cv_risk(
  y,
  data,
  m_stop = 1000,
  center_x = T,
  folds = cv(rep(1, length(y)), type = "kfold", B = 10),
  method = "SAASL",
  papply = mclapply
)

Arguments

y	response variable
data	feature matrix
m_stop	stopping iteration, default is 1000
center_x	center the feature matrix? default is TRUE
folds	a matrix indicating the folds of CV, specified by mboost::cv, default is 10-folds CV.
method	step length method, should be one of "FSL", "ASL", "SAASL", "SAASL05", default is "SAASL"
papply	parallel computation, default is mclapply

FAUBZhang/ASL documentation built on Jan. 22, 2021, 11:46 p.m.