lm.mse: Calculate mse

In christineyuen/VSC: Variable selection by combining method fits (VSC)

Description

Calculate mse

Usage

lm.mse(X, Y, mod = NULL, est.b = NULL)

Arguments

X	covariates (n times p matrix, n: number of entries, p: number of covariates)
Y	response (vector with n entries)
mod	fitted model from lm.cv or vsc. Only provide mod or est.b
est.b	estimated coefficient (with intercept). Only provide mod or est.b

Examples

X = matrix(rnorm(1000), nrow = 100)
Y = rowSums(X[,1:3])+rnorm(100)
compare.mod = lm.compare.method(X, Y, intercept = FALSE)
lm.mse(X, Y, est.b = compare.mod)

christineyuen/VSC documentation built on Oct. 8, 2019, 10:45 a.m.