| Name : R-CVTuningCov
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 10:58:16
|
| Group : Development/Libraries/Other
| Source RPM : R-CVTuningCov-1.0-lp153.2.13.src.rpm
|
| Size : 0.04 MB
| |
| Packager : (none)
| |
| Summary : Regularized Estimators of Covariance Matrices with CV Tuning
|
Description :
This is a package for selecting tuning parameters based on
cross-validation (CV) in regularized estimators of large covariance
matrices. Four regularized methods are implemented: banding, tapering,
hard-thresholding and soft-thresholding. Two types of matrix norms are
applied: Frobenius norm and operator norm. Two types of CV are
considered: K-fold CV and random CV. Usually K-fold CV use K-1 folds to
train a model and the rest one fold to validate the model. The reverse
version trains a model with 1 fold and validates with the rest with K-1
folds. Random CV randomly splits the data set to two parts, a training
set and a validation set with user-specified sizes.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
