cv.lasso {lassogrp} | R Documentation |
Calculation of cross validation for a lassogrp
object.
cv.lasso(object, blocks = 10, trace = FALSE, control = lassoControl(trace = 0), env = globalenv(), plot.it = NULL, se = TRUE, ...)
object |
a |
blocks |
number of blocks to be used in block crossvalidation, or name of variable defining the blocks |
trace |
logical: Should completion of each cross validation cycle be indicated? |
control |
see |
env |
environment for getting blocks |
plot.it |
logical: should results be plotted? |
se |
logical: should cross validation standard errors be plotted? |
... |
further arguments passed to |
If the blocks are determined by a factor which appears in the model, ...
rmse |
|
rmse.see |
|
rmse.blocks |
|
fitted |
|
lambda |
|
blocksinmodel |
Werner Stahel, stahel@stat.math.ethz.ch
cv.lars
in package lars
data(asphalt) rr <- lasso(log10(RUT)~log10(VISC)+ASPH+BASE+FINES+VOIDS+RUN, data=asphalt) cv.lasso(rr)