| gcv.l1ce {lasso2} | R Documentation |
This is a method for the function gcv() for objects inheriting
from class l1ce or l1celist.
## S3 method for class 'l1ce':
gcv(object, type = c("OPT", "Tibshirani"),
gen.inverse.diag = 0, ...)
## S3 method for class 'l1celist':
gcv(object, type = c("OPT", "Tibshirani"),
gen.inverse.diag = 0, ...)
object |
an object of class l1ce or l1celist. |
type |
character (string) indicating whether to use the covariance formula of Osborne, Presnell and Turlach or the formula of Tibshirani. |
gen.inverse.diag |
if Tibshirani's formula for the covariance matrix is used, this value
is used for the diagonal elements of the generalised inverse that
appears in the formula that corresponds to parameters estimated to be
zero. The default is 0, i.e. use the Moore-Penrose inverse.
Tibshirani's code uses gen.inverse.diag = 1e11. |
... |
further potential arguments passed to methods. |
See documentation.
gcv for the general behavior of this function;
l1ce.object and l1celist.object for
description of the object argument.