stars_cv: Calculates STARS cross-validation.

In brielin/inspre: INverse SParse REgression

Calculates STARS cross-validation.

Description

Calculates STARS cross-validation.

Usage

stars_cv(X, method, train_prop = 0.8, cv_folds = 10)

Arguments

X	N x D data matrix.
method	Function that returns a list with two elements. "theta", a D x D x nlambda matrix and "lambda" a list of lambda values used.
train_prop	Float, proportion of rows of X to use at each iteration.
cv_folds	Integer, number of cross-validation folds.

brielin/inspre documentation built on Dec. 3, 2023, 4:55 a.m.