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fdars (version 0.3.3)

fregre.basis.cv: Cross-Validation for Functional Basis Regression

Description

Performs k-fold cross-validation to select the optimal regularization parameter (lambda) for functional basis regression.

Usage

fregre.basis.cv(fdataobj, y, kfold = 10, lambda.range = NULL, seed = NULL, ...)

Value

A list with components:

optimal.lambda

Optimal regularization parameter

cv.errors

Mean squared prediction error for each lambda

cv.se

Standard error of cv.errors

model

Fitted model with optimal lambda

Arguments

fdataobj

An object of class 'fdata' (functional covariate).

y

Response vector.

kfold

Number of folds for cross-validation (default 10).

lambda.range

Range of lambda values to try. Default is 10^seq(-4, 4, length.out = 20).

seed

Random seed for fold assignment.

...

Additional arguments passed to fregre.basis.