stars_cv | R Documentation |
Calculates STARS cross-validation.
stars_cv(X, method, train_prop = 0.8, cv_folds = 10)
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. |
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