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 |
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 |
... |
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.