hrisk: Cross-Validation

In hgam: High-dimensional Additive Modelling

Description

Cross-validated estimation of the empirical risk for hyper-parameter selection.

Usage

hrisk(object, folds = 10, type = c("cv", "bootstrap", "subsampling"), 
      nlambda1 = 10, lambda2 = 1:10, trace = TRUE, 
      papply = if (require("multicore")) mclapply else lapply)

Arguments

object	an object of class hrisk
folds	a weight matrix with number of rows equal to the number of observations. The number of columns corresponds to the number of cross-validation runs.
type	type of the cross-validation
nlambda1	ignored
lambda2	ignored
trace	ignored
papply	adfa

Details

If package multicore is available, hrisk runs in parallel on cores/processors available.

Value

object returns an object of class hrisk.

hgam documentation built on May 2, 2019, 5 p.m.