OCV: Ordinary Cross-Validation for penalty parameter

Description Usage Arguments Value

View source: R/fdaAuxFunctions.R

Description

Ordinary Cross-Validation method for optimising the penalty parameter.

Usage

1
OCV(XX, yy, newX, newY, optionsEst)

Arguments

XX

Training predictor matrix.

yy

Training response vector.

newX

Validation predictor matrix.

newY

Validation response matrix.

optionsEst

List of options for estimation.

Value

The value of lambda which minimises the Ordinary Cross-Validation criterion, that is, minimises the RMSD (for Regression) or maximises the AUC (for Classification).


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