msefun.normal

lambda1

The function computes Prediction means squared errors for hold out data of ith fold

internal

Estimates of coefficients of lasso penalized linear regression and generalized linear models subject to non-negativity constraints on the parameters using multiplicative iterative algorithm. Entire regularization path for a sequence of lambda values can be obtained. Functions are available for creating plots of regularization path, cross validation and estimating coefficients at a given lambda value. There is also provision for obtaining standard error of coefficient estimates.

msefun.normal: Prediction means squared errors for hold out data in cross validation

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