tuning.loocv: Cross-validation

Description Usage Arguments Details Examples

View source: R/fridge_function.R View source: R/fridge_functions.R

Description

Function for the ridge regression leave-one-out cross-validation error

Usage

1
tuning.loocv(lambda, svd, n, y)

Arguments

lambda

Ridge tuning parameter

svd

SVD of the n x p data matrix

n

Number of observations

Details

The function gives the explitic expression of the LOOCV error for ridge regression

Examples

1

khellton/fridge documentation built on May 20, 2019, 2:26 p.m.