Description Usage Arguments Value
View source: R/fdaAuxFunctions.R
Compute penalty parameter lambda
by either ordinary
cross-validation (OCV) or generalised cross-validation (GCV).
1 | GET_lambda(XBD_trainQ, XBD_validQ, y_train, y_valid, optionsEst)
|
XBD_trainQ |
Training predictor matrix. |
XBD_validQ |
Validation predictor matrix. |
y_train |
Training response vector |
y_valid |
Validation response matrix. |
optionsEst |
List of options for estimation. |
The value of the penalty parameter lambda
.
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