CVMSE

<p>(boolean) with or without an intercept</p>

intercept

methode

<p>a vector to define the groups used for cross-validation (to obtain a reproductible result)</p>

groupe

Linear regression based on a recursive structural equation model
(explicit multiples correlations) found by a M.C.M.C.(Markov Chain Monte Carlo) algorithm.
It permits to face highly correlated variables. Variable selection is included (by lasso,
elastic net, etc.). It also provides some graphical tools for basic statistics.
For more information about the method, read the PhD thesis of Clement Thery (2015) in the link below.

Clement THERY

CorReg

Linear Regression Based on Linear Structure Between Variables

Clement Thery

Christophe Biernacki

Gaetan Loridant

Florian Watrin

Quentin Grimonprez

Vincent Kubicki

Samuel Blanck

Jeremie Kellner

CVMSE function

Cross validation — CVMSE

Cross validation

CVMSE: Cross validation

Description

Usage

Arguments