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]