midasml (version 0.0.6)

getmin_cpp: Computes optimal \(\lambda\) for cross-validation output.

Description

Computes optimal \(\lambda\) for cross-validation output.

Usage

getmin_cpp(lambda, cvm, cvsd, which_lambda)

Arguments

lambda

(vec) vector of \(\lambda\) parameters.

cvm

(vec) vector of cv error curve.

cvsd

(vec) vector of standard errors for cv error curve.

which_lambda

which optimal \(\lambda\) to select; 0 - min of cv error curve, 1 - 1se min of cv error curve.