select_kmax {CondReg}R Documentation

Selection of penalty parameter based on cross-validation

Description

Selection of penalty parameter based on cross-validation

Usage

select_kmax(X, k, fold = min(nrow(X), 10))

Arguments

X

n-by-p data matrix

k

vector of penalties for cross-validation

fold

number of folds for cross-validation


[Package CondReg version 0.20 Index]