loo function

Leave-one-out criterion

The loo() function can be viewed as an internal function. It is called by estim.regul() to obtain optimal values for the two parameters of regularization. latin1

loo(X, Y, lambda1, lambda2)

Arguments

• X: numeric matrix (n * p), containing the X coordinates.
• Y: numeric matrix (n * q), containing the Y coordinates.
• lambda1: parameter of regularization for X variables
• lambda2: parameter of regularization for Y variables

Author(s)

Sébastien Déjean, Ignacio González

See Also

estim.regul