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 glmnet options

Value

MSE_lasso / MSE_plasso: means squared errors for each lambda.


[Package plasso version 0.1.2 Index]