.cv {palasso}

Cross-validation

Description

Repeatedly leaves out samples, and predicts their response.

Usage

.cv(y, x, foldid, lambda, args)

Arguments

y

response: vector of length n

x

covariates: matrix with n rows (samples) and k * p columns (variables)

foldid

fold identifiers: vector of length n, with entries from 1 to nfolds

lambda

lambda sequence: vector of decreasing positive values

args

options for paired lasso: list of arguments (output from .dims and .args)

Value

Returns matrix of predicted values (except "cox")

Examples

NA