Description Usage Arguments Value See Also Examples
Performs nfold-fold cross validation to select the tuning parameter for GGB.
Takes fit
object created by ggb
and computes CV error at
the sequence of lambda values from that object.
1 |
x |
n-by-p data matrix |
fit |
object of class ggb (as outputted by |
g |
seed graph (should match that used to compute fit) |
errfun |
a user-specified function measuring the loss incurred by
estimating |
nfolds |
number of folds for cross-validation (default: 5) |
... |
additional arguments (passed to ggb) |
A nlam
-by-nfolds
matrix of errors.
errs[l, j]
is error incurred in using lamlist[l]
on fold j
CV error error for each value of lambda.
Standard error (estimated over folds) for each value of lambda
Value of lambda
minimizing CV error.
Index of lambda
minimizing CV error.
Selected value of lambda using the one-standard-error rule, a common heuristic that favors a sparser model when there isn't strong evidence against it.
Index of lambda
of one-standard-error rule.
1 2 3 4 5 6 7 8 9 10 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.