regrlin | R Documentation |
Linear regression
regrlin(X, Y, X.ts = NULL, lambda = 0.001)
X: |
training input |
Y: |
training output |
X.ts: |
test input |
lambda: |
regularization parameter |
a list with fields:
e
: training error,
beta.hat
: coeffcients,
MSE.emp
: training MSE,
sdse.emp
: standard deviation of squared error,
var.hat
: estimated noise variance;
MSE.loo
: PRESS MSE,
sdse.loo
: standard deviation of squared leave-one-out error error,
Y.hat
: predicted training output,
Y.hat.ts
: predicted test output,
e.loo
: leave-one-out error
Gianluca Bontempi gbonte@ulb.ac.be
N<-100
n<-10
X<-array(rnorm(N*n),c(N,n))
Y<-sin(X[,1]*X[,2])
R<-regrlin(X,Y,X)
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