Description Usage Arguments Value Author(s) Examples

cross validation function for lars algorithm

1 2 3 4 |

`X` |
the matrix (of size n*p) of the covariates. |

`y` |
a vector of length n with the response. |

`nbFolds` |
the number of folds for the cross-validation. |

`index` |
Values at which prediction error should be computed. This is the fraction of the saturated |beta|. The default value is seq(0,1,by=0.01). |

`maxSteps` |
Maximal number of steps for lars algorithm. |

`eps` |
Tolerance of the algorithm. |

A list containing

- cv
Mean prediction error for each value of index.

- cvError
Standard error of cv.

- minCv
Minimal cv criterion.

- fraction
Value of lambda for which the cv criterion is minimal.

- index
Values at which prediction error should be computed. This is the fraction of the saturated |beta|. The default value is seq(0,1,by=0.01).

- maxSteps
Maximum number of steps of the lars algorithm.

Quentin Grimonprez

1 2 |

MPAlars documentation built on May 31, 2017, 3:53 a.m.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.