loo {CCA} | R Documentation |
Leave-one-out criterion
Description
The loo()
function can be viewed as an internal
function. It is called by estim.regul()
to obtain optimal values
for the two parameters of regularization.
Usage
loo(X, Y, lambda1, lambda2)
Arguments
X |
numeric matrix (n * p), containing the X coordinates. |
Y |
numeric matrix (n * q), containing the Y coordinates. |
lambda1 |
parameter of regularization for X variables |
lambda2 |
parameter of regularization for Y variables |
Author(s)
Sébastien Déjean, Ignacio González
See Also
[Package CCA version 1.2.2 Index]