cv.twosets

data1

The sparse solution obtained from the first subsample

beta1.hat

data2

The sparse solution obtained from the second subsample

beta2.hat

To calcuate two-fold cross-validation based on a random splitting

To implement two methods, Kappa and PASS, for selecting
tuning parameters in regularized procedures such as LASSO,
SCAD, adaptive LASSO, aiming for variable selection in
regularized regression

cv.twosets: Two-fold Cross-Validation

Description

Usage

Arguments

Value