optim_lamb: optimize a lambda for a ridge regression model by cross...

In wuyinfeistella/bis557: Linear model and the gradient descent

Description

A function that chooses the best lambda for a ridge regression

Usage

optim_lamb(X, y, lambdas, folds)

Arguments

X	The predictors of the ridge regression model
Y	The response variable of the ridge regression model
lambda	possible penalizing coefficients

Value

The optimized lambda

Examples

 X = matrix(c(rep(1, 10), seq(2,20,2)+rnorm(10)), ncol=2)
 y = c(seq(10,100,10)+rnorm(10))
 optim_lamb(X,y, lambdas=c(1,2,3,4,5), 5)

wuyinfeistella/bis557 documentation built on Jan. 1, 2021, 12:52 p.m.