select_eta | R Documentation |
scp
Select the optimal tunning parameter for scp
select_eta(s, Y, eta_cand = NULL, plot = TRUE)
s |
an n x 2 |
Y |
a vector with n values corresponding to |
eta_cand |
a vector of candidate |
plot |
logical; if |
The optimum eta
based on minimizing empirical interval score.
#?sample_data s = sample_data$s Y = sample_data$Y # CAUTION: the following command may take one hour to run. opt_eta = select_eta(s = s, Y = Y) use optimal eta to calculate prediction interval s0 = c(0.5,0.5) scp(s0 = s0, s = s, Y = Y, eta = opt_eta)
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