Description Usage Arguments Value Note
View source: R/tsmvr_gridsearch.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_gridsearch(X, Y, s1_vec, s2_vec, pars, quiet = F, seed = NULL)
|
X |
design matrix (n-by-p) |
Y |
response matrix (n-by-q) |
s1_vec |
values for gridsearch (vector of integer valued numerics) |
s2_vec |
values for gridsearch (vector of integer valued numerics) |
pars |
list of algorithm parameters; output of |
quiet |
whether or not to print gridsearch statuses to the screen (bool) |
seed |
set random seed (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 k_folds
,
tsmvr
,
tsmvr_cv
,
tsmvr_replicate
, and
set_parameters
.
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