CV_core {plasso} | R Documentation |
Core part for (Post-) Lasso cross-validation
Description
CV_core
contains the core parts of the cross-validation for Lasso and Post-Lasso.
Usage
CV_core(x, y, w, cvgroup, list, i, lambda, ...)
Arguments
x |
Covariate matrix to be used in cross-validation |
y |
Vector of outcomes |
w |
Vector of weight |
cvgroup |
Categorical with k groups to identify folds |
list |
List 1:k |
i |
Number of fold that is used for prediction |
lambda |
Series of lambdas used |
... |
Pass |
Value
MSE_lasso / MSE_plasso: means squared errors for each lambda.
[Package plasso version 0.1.2 Index]