crossval: Title

In genevievelrobin/gsbm:

Description

Title

Usage

crossval(A, nb.boot = 5, thresh = 1e-05, maxit = 100,
  lambda1.max = NULL, lambda2.max = NULL, lambda1.min = NULL,
  lambda2.min = NULL, length = 10, S0 = NULL, L0 = NULL,
  trace.it = T)

Arguments

A	nxp heterogeneous observations (matrix)
nb.boot	number of folds for cross validation (integer)
thresh	convergence tolerance (positive number)
maxit	maximum number of iterations (positive integer)
lambda1.max	maximum regularization parameter for nuclear norm penalty (positive number)
lambda2.max	maximum regularization parameter for ell_1 norm penalty (positive number)
lambda1.min	minimum regularization parameter for nuclear norm penalty (positive number)
lambda2.min	minimum regularization parameter for ell_1 norm penalty (positive number)
length	size of cross-validation grid (integer)
trace.it	whether messages about convergence should be printed (boolean)
groups	vector of size n of group memberships (factor)
var.type	vector of size p indicating types of columns (currently "gaussian", "binomial" or "poisson")
alpha0	initial value for the main effects (matrix of size (number of groups)xp)
theta0	initial value for the interactions (matrix of size nxp)

genevievelrobin/gsbm documentation built on Dec. 5, 2019, 12:47 a.m.