cv_APC: Cross Validate Power Parameter of Adaptive Powered...

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

Cross Validate Power Parameter of Adaptive Powered Correlation Prior Regression Model

Usage

cv_APC(
  formula,
  data,
  cv.method = "boot632",
  nfolds = 5,
  nrep = 4,
  tunlen = 10,
  crit = c("MAE", "MSE")
)

Arguments

formula	a model formula
data	a training data set
cv.method	preferably one of "boot632" (the default), "cv", or "repeatedcv".
nfolds	the number of bootstrap or cross-validation folds to use. defaults to 5.
nrep	the number of repetitions for cv.method = "repeatedcv". defaults to 4.
tunlen	the number of values for the unknown hyperparameter to test. defaults to 6.
crit	the criterion by which to evaluate the model performance. must be one of "MAE" (the default) or "MSE".

Value

a train object

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.