Description Usage Arguments Value See Also
View source: R/Wrapper.Glmnet.R
This function is a wrapper for choosing the bandwidth in glmnet and then predicting using this choice.
1 2 | Wrapper.Glmnet(alphaval, Xdata, ydata, Xnewdata, mu,
prediction = TRUE, include.intercept = 1)
|
alphaval |
The choice of |
Xdata |
The design matrix. Inclusion of a constant vector is not necessary. |
ydata |
The response vector. |
Xnewdata |
The data to use for prediction. |
mu |
The true mean vector to use for computing MSE of predictions. |
prediction |
If predictions should be evaluated (and not beta). |
include.intercept |
If intercept. |
Returns a scalar value with the MSE of the prediction of the mean vector.
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