mymap: Compute MSE for cross-validation on specified fold

In LGhilotti/CLLPackage: This package implements descend gradient and steepest descend methods for estimating linear model coefficients

Compute MSE for cross-validation on specified fold

Description

Compute MSE for cross-validation on specified fold

Usage

mymap(
  i_test,
  X_perm,
  y_perm,
  end_index_folds,
  algorithm,
  tol,
  maxit,
  stepsize,
  verbose
)

Arguments

i_test	[numeric] Index of the fold to be selected as test set
X_perm	[numeric] Design matrix
y_perm	[numeric] Observed response vector
end_index_folds	[numeric]
algorithm	[character] Type of algorithm to be run
tol	[numeric] Tolerance for stopping criteria
maxit	[numeric] Maximum number of iterations for stopping criteria
stepsize	[numeric] Stepsize - not used for steepest descend method
verbose	[logical]

Value

[numeric] The MSE on the specified test fold

LGhilotti/CLLPackage documentation built on April 23, 2022, 3:48 a.m.