DOPT

vector of identifiers for individuals in the training set

Train

vector of identifiers for individuals in the test set

Test

$n \times k$ matrix of the first PCs of the predictor variables. The matrix needs to have union of the identifiers of the candidate and test individuals as rownames.

scalar shrinkage parameter ($\lambda>0$).

lambda

Calculate  $$-det((P'_{Train}P_{Train}+lambda*I))$$

Can be utilized to select a test data calibrated training population in high dimensional prediction problems and assumes that the explanatory variables are observed for all of the individuals. Once a "good" training set is identified, the response variable can be obtained only for this set to build a model for predicting the response in the test set.

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DOPT: DOPT

Description

Usage

Arguments

Value