odc.optimallambda2:
Prediction and Cross-Validation Selection of Tuning parameter lambda2 in ODC
Description
To perform cross-validation selection method, for selecting tuning parameter lambda2 in ODC
Usage
odc.optimallambda2(data, centers, cv.num = 5, lambda2.idx = seq(-3, 3, by = 6/20))
Arguments
data
A numberic dataset matrix.
centers
An integer scalar with the desired number of groups.
cv.num
The numbers of cross validation iteration for selecting tuning parameter lambda2.
lambda2.idx
A sequence of index numbers from which one can get a sequence of lambda2 values by calculating 10^lambda2.idx.
Value
- cv.r
- An array of numbers indicating the average prediction error corresponding lambda2 array.
- sigma
- A array of numbers lambda2 from which to choose the optimal lambda2.
- opt.lambda2
- The chosen optimal lambda2.