optimal_lambda: Selection of optimal penalty strength Ridge regression model

Description Usage Arguments

View source: R/optimal_lambda.R

Description

Selection of optimal penalty strength for Ridge regression model using n-fold cross validation

Usage

1
optimal_lambda(X, y, lambdas, n)

Arguments

X

the data design matrix

y

the response vector

lambdas

an array of penalty strengths

n

number of folds in cross validation


damingli09/bis557 documentation built on Nov. 21, 2020, 9:11 a.m.