MSE_lambda_rank {rrda}R Documentation

Compute MSE for different ranks of the coefficient Bhat and lambda.

Description

For cross-validation, compute MSE for different ranks of the coefficient Bhat and lambda.

Usage

MSE_lambda_rank(Bhat_comp_1L, X, Y, nrank)

Arguments

Bhat_comp_1L

A list containing components of Bhat.

X

A numeric matrix of explanatory variables.

Y

A numeric matrix of response variables.

nrank

A numeric vector indicating the rank(s) of Bhat.

Value

A numeric vector of MSE values for each rank.


[Package rrda version 0.1.1 Index]