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loo

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

CCA

Canonical Correlation Analysis

v1.2.1
GPL (>= 2)
Authors
Ignacio Gonz<e1>lez, S<e9>bastien D<e9>jean
Initial release
2009-03-11

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