GET_lambda: Compute penalty parameter

Description Usage Arguments Value

View source: R/fdaAuxFunctions.R

Description

Compute penalty parameter lambda by either ordinary cross-validation (OCV) or generalised cross-validation (GCV).

Usage

1
GET_lambda(XBD_trainQ, XBD_validQ, y_train, y_valid, optionsEst)

Arguments

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.

Value

The value of the penalty parameter lambda.


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