cvparallel: Parallel method to k-fold crossing validation

Description Usage Arguments Value

View source: R/GD_k fold cv_parallel.R

Description

cvparallel is used to parallelize the k-fold cross validation

Usage

1
cvparallel(k, formula, df, tolerance, maxit, stepsize, verbose, cores)

Arguments

k

[numeric] number of fold to create

formula

[character] a symbolic description of the model to be fitted (as lm), with -1 if the intercept is not included

df

[numeric] dataset containing the variables of interest

tolerance

[numeric] tolerance level, stopping criteria of the algorithm (error<tolerance: stop)

maxit

[numeric] maximum number of iterations, used if the stopping criteria is never matched

stepsize

[numeric] learning parameter, to update the parameters at each iteration

verbose

[logical] indicating if the function write messages during the computation

cores

the number of cores to be used in the parallelization

Value

[numeric] a vector of sample mean square errors calculated


FrancescoBarile/FJLPackage documentation built on Dec. 17, 2021, 8:29 p.m.