cv.mse: Compute Cross-Validated Mean Squared Error
Description
Computes mean squared error via k-fold cross-validation for a fixed lambda value.
Usage
cv.mse(x, y, lambda, folds = 5, fold_indices = NULL)
Value
A numeric scalar representing the CV-MSE
Arguments
- x
A standardized design matrix (n × p)
- y
A centered response vector (n × 1)
- lambda
A non-negative regularization scalar
- folds
Number of cross-validation folds (default: 5)