cv.iregnet: Cross-validation for iregnet

Description Usage Arguments Value Author(s)

View source: R/cv.iregnet.R

Description

First fit iregnet to the entire data set, then use K-fold cross-validation to estimate the validation error of each lambda parameter.

Usage

1
cv.iregnet(x, y, family, nfolds, foldid, ...)

Arguments

x

numeric matrix of input features (n x p)

y

numeric matrix of output variables (n x 2)

family

gaussian, logistic

nfolds

positive integer between 2 and n, by default 10.

foldid

integer vector of length n (fold for each observation), by default we use nfolds.

...

passed to iregnet for both the full and cv fits.

Value

model fit list of class "cv.iregnet"

Author(s)

Toby Dylan Hocking


anujkhare/iregnet documentation built on Aug. 23, 2019, 8:24 p.m.