KfoldCV_delta: Cross-validation for selecting delta

Description Usage Arguments Value

View source: R/CV.R

Description

KfoldCV_delta uses nfolds cross-validation to select delta.

Usage

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KfoldCV_delta(
  X,
  delta = NULL,
  ndelta = 50,
  q = 2,
  exact = FALSE,
  nfolds = 10,
  max_pure = NULL
)

Arguments

X

A n by p data matrix.

delta

The grid of leading constant of δ.

ndelta

Integer. The length of the grid of delta.

q

Either 2 or Inf to specify the type of score.

exact

Logical. Only active for compute the Inf score. If TRUE, compute the Inf score exactly via solving a linear program. Otherwise, use approximation to compute Inf score.

nfolds

The number of folds. Default is 10.

max_pure

A numeric value between (0, 1] specifying the maximal proportion of pure variables. Default is NULL. When not specified, max_pure = 1 if n > p, max_pure = 0.8 otherwise.

Value

A list of objects including:


bingx1990/LOVE documentation built on Jan. 23, 2022, 1:30 a.m.