aggregateCVSingle | R Documentation |
Saves cross-validation results in a table with the user-defined directory and outputs penalty term with the highest testing canonical correlation, lowest prediction error, and lowest scaled prediction error.
aggregateCVSingle(CVDir, SCCAmethod = "SmCCA", K = 5, NumSubsamp = 500)
CVDir |
A directory where the result is stored. |
SCCAmethod |
The canonical correlation analysis method that is used in the model, used to name cross-validation table file, default is set to 'SmCCA'. |
K |
number of folds for cross-validation. |
NumSubsamp |
Number of subsampling used. |
A vector of length 3 with indices of the penalty term that (1) maximize the testing canonical correlation, (2) minimize the prediction error and (3) minimize the scaled prediction error.
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