Last data update: 2014.03.03
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R: Tuning procedure for cosso
tune.cosso | R Documentation |
Tuning procedure for cosso
Description
Compute K-fold cross-validated score and plot cross-validated score against a grid values of smooth parameter M.
Usage
tune.cosso(object,folds=5,plot.it=TRUE)
Arguments
object |
a cosso object.
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folds |
number of folds for corss-validation. Default is 5 . It is not recommended to use folds less than 4.
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plot.it |
if TRUE , plot the cross-validated score against a sequence values of M.
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Value
OptM |
the optimal smoothing parameter for M.
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M |
used tuning grid points.
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cvm |
the mean cross-validated error/minus log-likelihood.
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cvsd |
estimate of standard error of cvm .
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Author(s)
Hao Helen Zhang and Chen-Yen Lin
See Also
cosso , predict.cosso
Examples
## Binomial
set.seed(20130310)
x=cbind(rbinom(150,1,.7),matrix(runif(150*5,0,1),nc=5))
trueProb=1/(1+exp(-x[,1]-sin(2*pi*x[,2])-5*(x[,4]-0.4)^2))
y=rbinom(150,1,trueProb)
B.Obj=cosso(x,y,family="Bin",nbasis=30)
tune.cosso(B.Obj,4,TRUE)
Results
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