The ridge grid is geometric between kmin_ratio * d1^2 and
d1^2, where d1 is the largest singular value of the prepared
design. For each ridge value the threshold grid is
c * max|ridge|, c in [0, 0.99].
Usage
hr_grid(
X,
y,
nk = 12,
ng = 40,
kmin_ratio = 1e-04,
intercept = TRUE,
standardize = TRUE
)
Arguments
- X
design matrix.
- y
response.
- nk
number of ridge values.
- ng
number of threshold values.
- kmin_ratio
smallest ridge value relative to the squared leading
singular value.
- intercept, standardize
passed to the design preparation.
Value
A list with the vector k and the matrix gamma
(nk x ng), one row of thresholds per ridge value, and
fraction, recomputed on the training response inside each CV fold.
