update_rda_high_dim {sparsediscrim}

Helper function to update tuning parameters for the HDRDA classifier

Description

This function updates some of the quantities in the HDRDA classifier based on updated values of lambda and gamma. The update can greatly expedite cross-validation to examine a large grid of values for lambda and gamma.

Usage

update_rda_high_dim(obj, lambda = 1, gamma = 0)

Arguments

obj

a rda_high_dim object

lambda

a numeric value between 0 and 1, inclusively

gamma

a numeric value (nonnegative)

Value

a rda_high_dim object with updated estimates