Description Usage Arguments Value
This function computes the mean MSE value for a certain number of repetition of the scrambling test
1 | Y_scrambled_mse(y, X, train.prop = 0.9, nPerm = 100, lambda)
|
y |
is the reponse vector of the training set |
X |
is the matrix of the dataset with samples on the rows and features on the column |
train.prop |
is percentage of point to be used as training |
nPerm |
is the number of permutation to perform |
lambda |
is the shrinking parameter of the lasso model |
numeric value representing the mean MSE for the scrambling test
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