cva.aglm: Cross-validation for both alpha and lambda

In kazuzowo/aglm-LVar: Accurate Generalized Linear Model (AGLM)

Description

Cross-validation for both alpha and lambda

Usage

cva.aglm(x, y, alpha = seq(0, 1, len = 11)^3, nfolds = 10,
  foldid = sample(rep(seq(nfolds), length = nrow(x))),
  parallel.alpha = FALSE, ...)

Arguments

x	An input matrix or data.frame to be fitted.
y	An integer or numeric vector which represents response variable.
alpha	A numeric vector which represents alpha values to be examined.
nfolds	The number of folds. The default value is 10.
foldid	An integer vector of values between 1 and nfold identifying what fold each observation is in.
parallel.alpha	not implemented yet.
...	Other arguments are passed directly to cv.aglm().

Value

Result of cross-validation. See CVA_AccurateGLM's document for more details.

kazuzowo/aglm-LVar documentation built on Dec. 10, 2019, 12:13 a.m.