tuneLago {lago}R Documentation

Tuning of LAGO

Description

Uses a validation set to select tuning parameters for Lago. Based on options implemented so far, one can use either avgp or topn as the performance metric.

Usage

tuneLago(Y,X,Ynew,Xnew,alphaGrid,Kgrid,func=avgp,kernel='t',version='s',plot=TRUE,...)

Arguments

Y vector of binary responses; training data.
X matrix of covariates/predictors; training data.
Ynew vector of binary responses; validation data.
Xnew matrix of covariates/predictors; validation data.
alphaGrid a vector listing candidates for the tuning parameter, alpha.
Kgrid a vector listing candidates for the tuning parameter, K.
func function used for performance evaluation; default is func=avgp.
kernel either ‘t’ or ‘g’, specifying the type of kernel to be used by LAGO.
version either ‘s’ or ‘e’, specifying whether sLAGO or eLAGO is to be fitted.
plot if TRUE, a contour plot is generated; see aKcontour.
... arguments passed to the criterion function, func.

Author(s)

Alexandra Laflamme-Sanders and Mu Zhu, University of Waterloo, Canada.

See Also

avgp, topn, aKcontour


[Package lago version 0.1-1 Index]