SpaCCr (version 0.1.0)

GetGammaCV: Get optimal cross validated gamma values by various rules

Description

Get optimal cross validated gamma values by various rules

Usage

GetGammaCV(ErrMat, rule = 1, gamma.seq)

Arguments

ErrMat

Matrix of cross validated errors outputted by GetCVErrMat

rule

A number indicating how optimal gamma should be chosen. 1 for minimum cv error, 2 for 1 standard error rule

gamma.seq

sequence of regularization parameters used for cross validation.

Value

A scalar. Optimal gamma selected by CV rule.

Examples

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