tuning.fridge.ols.sim: Simplified fridge-OLS
In khellton/fridge: Fridge: Focused ridge regression
Description
Usage
Arguments
Details
Examples
View source: R/fridge_function.R
View source: R/fridge_functions.R
Description
Function for fridge-OLS error
Usage
1
tuning.fridge.ols.sim(lambda, svd, sigma2_hat, x0, y)
Arguments
lambda
Ridge tuning parameter
svd
SVD of the n x p data matrix
sigma2_hat
Plug-in estimate of the error variance
x0
Focus covariate
Details
Can only be used in the low-dimensional case, for n < p
Examples
1
khellton/fridge documentation built on May 20, 2019, 2:26 p.m.
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Description Usage Arguments Details Examples
View source: R/fridge_function.R View source: R/fridge_functions.R
Description
Function for fridge-OLS error
Usage
1 | tuning.fridge.ols.sim(lambda, svd, sigma2_hat, x0, y)
|
Arguments
lambda |
Ridge tuning parameter |
svd |
SVD of the n x p data matrix |
sigma2_hat |
Plug-in estimate of the error variance |
x0 |
Focus covariate |
Details
Can only be used in the low-dimensional case, for n < p
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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