GCVridge: The generalized cross validation (GCV) score for ridge...

Description Usage Arguments Value

Description

This function is designed to be optimized over using already computed information. It is not intended to stand alone.

Usage

1
GCVridge(lam, XX, XY, X, Y)

Arguments

lam

The tuning parameter

XX

The inner product of the design with itself (a pxp matrix)

XY

The inner product of the design with the response (a px1 vector)

X

The design matrix

Y

The response vector

Value

The generalized cross validation score.


dajmcdon/cplr documentation built on May 14, 2019, 3:29 p.m.