iterchoiceS1cve: Selection of the number of iterations for iterative bias
reduction smoothers with base thin-plate splines smoother
Description
Evaluates at each iteration proposed in the grid the cross-validated
root mean squared error (RMSE) and mean of the relative absolute error (MAP). The minimum of these
criteria gives an estimate of the optimal number of iterations.
This function is not intended to be used directly.
Usage
iterchoiceS1cve(X, y, lambda, df, ddlmini, ntest, ntrain,
Kfold, type, npermut, seed, Kmin, Kmax, m)
Arguments
Value
Returns the values of RMSE and MAP for each
value of the grid K. Inf are returned if the iteration leads
to a smoother with a df bigger than ddlmaxi.
References
Cornillon, P. A., Hengartner, N. and Matzner-Lober, E. (2009) Recursive
Bias Estimation for high dimensional regression smoothers. submitted.