soda_trace_CV {sodavis}

Calculate a trace of cross-validation error rate for SODA forward-backward procedure

Description

This function takes a SODA result variable as input, and calculates the cross-validation error for each step of the SODA procedure.

Usage

soda_trace_CV(xx, yy, res_SODA)

Arguments

xx

The design matrix, of dimensions n * p, without an intercept. Each row is an observation vector.

yy

The response vector of dimension n * 1.

res_SODA

SODA result varaible. See example below.

Author(s)

Yang Li, Jun S. Liu

Examples

# Michigan lung cancer dataset (uncomment the code to run)
#data(mich_lung);
#res_SODA = soda(mich_lung_xx, mich_lung_yy, gam=0.5);
#cv_SODA  = soda_trace_CV(mich_lung_xx, mich_lung_yy, res_SODA)
#cv_SODA