get_ocv_once: Calculate leave one out cross validation error (OCV) for a...

Description Usage Arguments Value

View source: R/RcppExports.R

Description

Calculate leave one out cross validation error (OCV) for a single regression model

Usage

1
get_ocv_once(X, y, lambda)

Arguments

X

Data matrix

y

Column matrix of responses

lambda

Numeric hyperparameter controlling the strength of the L2 penalisation (non-negative)

Value

Numeric OCV


g-l-mansell/RcppRidge documentation built on Dec. 20, 2021, 9:43 a.m.