Description Usage Arguments Details Value Author(s) See Also Examples

Does k-fold cross-validation for l0ara, produces a plot, and returns the optimal `lambda`

1 |

`x` |
Input matrix as in |

`y` |
Response variable as in |

`family` |
Response type as in |

`lam` |
A user supplied |

`measure` |
Loss function used for corss validation. |

`nfolds` |
Number of folds. Default value is 10. Smallest value is 3. |

`maxit` |
Maximum number of passes over the data for |

`eps` |
Convergence threshold. Default value is |

`seed` |
Seed of random number generator. |

This function calls `l0ara`

`nfolds`

times, each time leaving out `1/nfolds`

of the data. The cross-validation error is based on etiher mean square error (`mse`

) or mean absolute error (`mae`

).

An object with S3 class "cv.l0ara" containing:

`cv.error` |
The mean cross validated error for given lambda sequence |

`cv.std` |
The estimates of standard error of |

`lam.min` |
The lambda gives min cv.error |

`lambda` |
The lambda used |

`measure` |
Type of measure |

`family` |
Model used |

`x` |
Design matrix |

`y` |
Response variable |

`name` |
Full name of the measure |

Wenchuan Guo <wguo007@ucr.edu>, Shujie Ma <shujie.ma@ucr.edu>, Zhenqiu Liu <Zhenqiu.Liu@cshs.org>

`l0ara`

, `coef.cv.l0ara`

, `plot.cv.l0ara`

methods.

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