Description Usage Arguments Details Functions See Also
View source: R/utility_functions.R
functions used to calculate cross validation error and used by
the cv.shim
function
1 2 3 4 5 6 7  cv_lspath(outlist, x, y, foldid, nlambda, nlambda.beta, nlambda.gamma)
cvcompute(mat, foldid, nlams)
getmin_type(lambda, cvm, cvsd, type)
lambda.interp(lambda, s)

outlist 
list of cross validated fitted models. List is of length equal
to 
x 
Design matrix of dimension 
y 
response variable (matrix form) of dimension 
foldid 
numeric vector indicating which fold each observation belongs to 
nlambda 
total number of tuning parameter pairs. This includes those pairs of tuning parameters that didn't converge in the CV folds. 
nlambda.beta 
number of tuning paramters for the main effect 
nlambda.gamma 
number of tuning parameters for the interaction effects 
type 
should be one of "beta" or "gamma" 
outlist 
list containing results from cv.shim function. each element of the list is a run of shim_multiple_faster for each CV fold 
The output of the cv_lspath
function only returns values for those tuning
paramters that DID converge
cvcompute
: Computations for crossvalidation error
getmin_type
: Function that returns the tuning paramter corresponding
to the minimum cross validated error and cross validated error within 1
standard error of the minimum
lambda.interp
: Interpolation function. Currently not implemented.
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