grid_ridge_lambda: Computes grid of predictions for ridge regression for a...

In bgs25/SubsetGridRegression: Subset Grid Regression for Lasso, Ridge and Logistic Lasso Regression Models with Potential Prior Information

Description

Computes prediction errors for a grid of ridge regression models for a specified value of lambda

Usage

grid_ridge_lambda(
  x,
  z,
  y,
  yz,
  var_order = NULL,
  lambda,
  x1x1inv = NULL,
  grid.size = p,
  errors_mean = TRUE
)

Arguments

x	design matrix for training
z	design matrix for testing
y	response for training
yz	response for testing
var_order	For user-specified ordering of variables. Indices start at 0, start with least important variable and end with most. By default order will be induced from scaling of columns in design matrix
lambda	Value of lambda to be used for the calculation
x1x1inv	If this is already computed then it can be passed here. Only for use within grid_ridge
grid.size	Number of subsets of variables for which a solution path will be computed for
errors_mean	Controls whether MSPE or SPE (without dividing by sample size) is returned. Used only for within cv_grid_ridge

Value

A vector of errors of length grid.size

bgs25/SubsetGridRegression documentation built on Dec. 19, 2021, 8:50 a.m.