cvMatrixMetrics {cvCovEst} | R Documentation |
Matrix Metrics for cvCovEst Object
Description
cvMatrixMetrics
computes various metrics and properties
for each covariance matrix estimator candidate's estimate.
Usage
cvMatrixMetrics(object, dat_orig)
Arguments
object |
A named list of class |
dat_orig |
The |
Value
A named list of class "cvCovEst"
whose cross-validated risk
assessment is now a tibble
containing the
corresponding metrics for each estimate. The tibble
is grouped by estimator and ordered by the primary hyperparameter if
applicable.
[Package cvCovEst version 1.2.2 Index]