tuning_cv_svd: Weighted leave-one-out crossvalidation error

View source: R/functions.R

tuning_cv_svdR Documentation

Weighted leave-one-out crossvalidation error

Description

This function produces the leave-one-out squared cross-validation error for a given tuning parameter and weight.

Usage

tuning_cv_svd(lambda, w, svd.int, y.int)

Arguments

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.


khellton/influridge documentation built on Dec. 23, 2024, 9:24 a.m.