PcrossVD: PcrossVD

View source: R/CrossValidation.R

PcrossVDR Documentation

PcrossVD

Description

This function is the parallel version of CrossVD.

Usage

PcrossVD(data, K = NULL, get_mean = T, n_clust = NULL, OPT, ...)

Arguments

data

list containing the data, elements must be named X and Y, where X is a n x k matrix and Y is a vector of length n. Here, n represents the number of observations and k is the number of \mjseqn\beta coefficients.

n_clust

integer the number of clusters to use. If NULL, the function selects all available cores but one.

Value

if get_mean is TRUE, the CV-MSE is returned. Otherwise the function returns a vector containing all MSE computed for each fold.


lucapresicce/DescendMethods documentation built on April 26, 2022, 6 p.m.