This function is to be called after calling trac
. It performs
nfold
-fold cross validation.
1 2 3 4 5 6 7 8 9 |
fit |
output of |
Z, y, A |
same arguments as passed to |
folds |
a partition of |
nfolds |
number of folds for cross-validation |
summary_function |
how to combine the errors calculated on each observation within a fold (e.g. mean or median) |
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