Description Usage Arguments Details Value Examples
A convenience function to perform a kfold crossvalidation experiment and
obtain mean squared error of prediction. Most of the arguments are similar to
iprior()
and kernL()
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15  ## Default S3 method:
iprior_cv(y, ..., folds = 2, par.cv = TRUE,
kernel = "linear", method = "direct", control = list(),
interactions = NULL, est.lambda = TRUE, est.hurst = FALSE,
est.lengthscale = FALSE, est.offset = FALSE, est.psi = TRUE,
fixed.hyp = NULL, lambda = 1, psi = 1, nystrom = FALSE,
nys.seed = NULL)
## S3 method for class 'formula'
iprior_cv(formula, data, folds = 2, one.lam = FALSE,
par.cv = TRUE, kernel = "linear", method = "direct",
control = list(), est.lambda = TRUE, est.hurst = FALSE,
est.lengthscale = FALSE, est.offset = FALSE, est.psi = TRUE,
fixed.hyp = NULL, lambda = 1, psi = 1, nystrom = FALSE,
nys.seed = NULL, ...)

y 
Vector of response variables 
... 
Only used when fitting using nonformula, enter the variables (vectors or matrices) separated by commas. 
folds 
The number of crossvalidation folds. Set equal to sample size
or 
par.cv 
Logical. Multithreading to fit the models? Defaults to

kernel 
Character vector indicating the type of kernel for the variables. Available choices are:
The 
method 
The estimation method. One of:

control 
(Optional) A list of control options for the estimation procedure:

interactions 
Character vector to specify the interaction terms. When
using formulas, this is specified automatically, so is not required. Syntax
is 
est.lambda 
Logical. Estimate the scale parameters? Defaults to

est.hurst 
Logical. Estimate the Hurst coefficients for fBm kernels?
Defaults to 
est.lengthscale 
Logical. Estimate the lengthscales for SE kernels?
Defaults to 
est.offset 
Logical. Estimate the offsets for polynomial kernels?
Defaults to 
est.psi 
Logical. Estimate the error precision? Defaults to

fixed.hyp 
Logical. If 
lambda 
Initial/Default scale parameters. Relevant especially if

psi 
Initial/Default value for error precision. Relevant especially if

nystrom 
Either logical or an integer indicating the number of Nystrom
samples to take. Defaults to 
nys.seed 
The random seed for the Nystrom sampling. Defaults to

formula 
The formula to fit when using formula interface. 
data 
Data frame containing variables when using formula interface. 
one.lam 
Logical. When using formula input, this is a convenient way of
letting the function know to treat all variables as a single variable (i.e.
shared scale parameter). Defaults to 
Uses a multicore loop to fit the folds by default, set par.cv = FALSE
to not use multithreading.
An iprior_xv
object containing a data frame of the
crossvalidated values such as the loglikelihood, training MSE and test
MSE.
1 2 3 4 5 6 7 8 9 10 11 12  ## Not run:
# 5fold CV experiment
(mod.cv < iprior_cv(y ~ X, gen_smooth(100), kernel = "se", folds = 5))
# LOOCV experiment
(mod.cv < iprior_cv(y ~ X, gen_smooth(100), kernel = "se", folds = Inf))
# Can also get root MSE
print(mod.cv, "RMSE")
## End(Not run)

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