tsmvr_replicate: Replicated k-fold cross-validation for tsmvr

Description Usage Arguments Value Note

View source: R/tsmvr_replicate.R

Description

Calculates the mean and standard deviation of fold-averaged errors derived from replicated tsmvr k-fold cross-validation experiments. The error for each base model is the normalized squared error between the true response and the predicted response on a given cross-validation set.

Usage

1
tsmvr_replicate(X, Y, s1, s2, pars, quiet = F, seed = NULL)

Arguments

X

design matrix (n-by-p)

Y

response matrix (n-by-q)

s1

regressor matrix sparsity (positive integer)

s2

covariance matrix sparsity (positive integer)

pars

list of algorithm parameters; output of set_parameters

seed

set random seed (integer)

k

number of k-folds (integer greater than 1)

reps

number of replications (positive integer)

Value

A list containing the mean and sd of the error over the replicates as well as the means and standard deviations of the errors across each fold.

Note

See also squared_error, k_folds, tsmvr_solve, tsmvr_cv, and set_parameters.


spcorum/tsmvr-saved documentation built on Nov. 5, 2019, 9:15 a.m.