ncvreg (version 3.12.0)

ncvreg-internal: Internal ncvreg functions

Description

Internal ncvreg functions

Usage

convexMin(b, X, penalty,gamma, l2, family, penalty.factor, a, Delta)
setupLambda(X, y, family, alpha, lambda.min, nlambda, penalty.factor)
loss.ncvreg(y,yhat,family)

Arguments

Details

These are not intended for use by users. convexMin calculates the lowest index for which the penalized objective function is locally convex. setupLambda creates an appropriate vector of regularization parameter values. loss.ncvreg calculates the value of the loss function for the given predictions (used for cross-validation).