Value of index for which the cv criterion is minimal.
index
Values at which prediction error should be computed. This is the fraction of the saturated |beta|.
The default value is seq(0,1,by=0.01).
maxSteps
Maximum number of steps of the lars algorithm.
Arguments
X
the matrix (of size n*p) of the covariates.
y
a vector of length n with the response.
nbFolds
the number of folds for the cross-validation.
index
Values at which prediction error should be computed. When mode = "fraction",
this is the fraction of the saturated |beta|.
The default value is seq(0,1,by=0.01). When mode="lambda", this is values of lambda.
mode
Either "fraction" or "lambda". Type of values containing in partition.
maxSteps
Maximal number of steps for lars algorithm.
partition
partition in nbFolds folds of y. Must be a vector of same size than y containing the index of folds.