tuning_cv_svd | R Documentation |
This function produces the leave-one-out squared cross-validation error for a given tuning parameter and weight.
tuning_cv_svd(lambda, w, svd.int, y.int)
lambda |
scalar, ridge tuning parameter. |
w |
vector of length n, weigths for all observations. |
svd.int |
svd object, singular value decomposition of the input matrix. |
y.int |
numerical output vector; response variable. |
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