Updates the cross-validation error estimates
updatecvmsd(cvm, cvsd_fold, nlam, est_new, k, y_val, ZX_val)current cvm estimates.
current cvsd_fold estimates.
number of \(\lambda\)'s to use in the regularization path.
p by nlam matrix sequence of estimates, where p is the total dimension of the data matrix and nlam is the number of \(\lambda\)'s to use in the regularization path.
fold index.
response used in validation.
y_val data matrix used in validation.
updated cross-validation error estimates.