ncvreg_tune_gamma {hdnom} | R Documentation |
Automatic MCP/SCAD gamma tuning function by k-fold cross-validation
Description
Automatic MCP/SCAD gamma tuning function by k-fold cross-validation
Usage
ncvreg_tune_gamma(..., gammas, eps, max.iter, seed, parallel)
Value
best model object and best gamma
[Package hdnom version 6.0.4 Index]