loo {CCA}R Documentation

Leave-one-out criterion

Description

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.

Usage

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


[Package CCA version 1.2 Index]