The loo()
function can be viewed as an internal
function. It is called by estim.regul()
to obtain optimal values
for the two parameters of regularization.
loo(X, Y, lambda1, lambda2)
numeric matrix (n * p), containing the X coordinates.
numeric matrix (n * q), containing the Y coordinates.
parameter of regularization for X variables
parameter of regularization for Y variables
Sébastien Déjean, Ignacio González
estim.regul