GCV: Generalised Cross-Validation for penalty parameter

Description Usage Arguments Value

View source: R/fdaAuxFunctions.R

Description

Generalised Cross-Validation method for optimising the penalty parameter.

Usage

1
GCV(XX, yy, penmat)

Arguments

XX

Training predictor matrix.

yy

Training response vector.

penmat

Penalty matrix.

Value

The value of lambda which minimises the Generalised Cross-Validation criterion.


pmesperanca/mlevcm documentation built on March 17, 2021, 10:03 p.m.