Description Usage Arguments Value Note
Calculates the mean and standard deviation of errors over a tsmvr k-fold cross-validation experiment. 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 |
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 |
quiet |
(logical) |
seed |
set random seed (integer) |
A list of the mean and standard deviation of the errors
across the K
folds.
See also k_folds
,
tsmvr
, and
set_parameters
.
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