cvGrace: Function to perform cross-validation for Grace from 'Grace' r...

In mxxptian/GraceAKO: Grace-AKO: A Novel and Stable Knockoff Filter for Variable Selection Incorporating Gene Network Structures

Function to perform cross-validation for Grace from 'Grace' r package

Description

Function to perform cross-validation for Grace from 'Grace' r package

Usage

cvGrace(X, Y, L, lambda.L, lambda.1, lambda.2, K = 10)

Arguments

X	standardized n (number of rows) by p (number of columns) design matrix.
Y	n by 1 vector of the response variable.
L	p by p symmetric matrix of the penalty weight matrix.
lambda.L	tuning parameters of the penalty weight matrix.
lambda.1	tuning parameters of the L_1 penalty.
lambda.2	tuning parameters of the ridge penalty.
K	number of folds in cross-validation.

mxxptian/GraceAKO documentation built on Oct. 5, 2022, 11:17 p.m.