hthmix_cv: Cross Validation for Rank/K Selection in HTHMix

In alexanderjwhite/hthmixture: High Dimensional Multivariate Mixture Regression

Cross Validation for Rank/K Selection in HTHMix

Description

Cross Validation for Rank/K Selection in HTHMix

Usage

hthmix_cv(
  x,
  y,
  k_min = 2,
  k_max = 8,
  r_min = 1,
  r_max = 2,
  lam = NULL,
  chains = 50,
  maxiter = 100,
  verbose = TRUE,
  val_frac = 0.2,
  penal_search = 1:20/20
)

Arguments

x	matrix
y	matrix
k_min	minimum k to search
k_max	maximum k to search
r_min	minimum rank to search
r_max	maximum rank to search
lam	penalization parameter
chains	number of chains
maxiter	maximum iterations
verbose	TRUE or FALSE
val_frac	fraction for validation
penal_search	penalty search vector

Value

list of results

alexanderjwhite/hthmixture documentation built on Sept. 4, 2022, 4:48 a.m.