Description Usage Arguments Value Note
View source: R/tsmvr_replicate.R
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.
1 | tsmvr_replicate(X, Y, s1, s2, pars, quiet = F, seed = NULL)
|
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 |
seed |
set random seed (integer) |
k |
number of k-folds (integer greater than 1) |
reps |
number of replications (positive integer) |
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.
See also squared_error
,
k_folds
,
tsmvr_solve
,
tsmvr_cv
, and
set_parameters
.
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