From 2b470889216e707564b03eee7325ca2645eeebd4 Mon Sep 17 00:00:00 2001 From: Joakim Skogholt Date: Thu, 18 May 2023 13:43:18 +0200 Subject: [PATCH] Fixed many small mistakes --- src/TR.jl | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/src/TR.jl b/src/TR.jl index f3c3db3..21fb061 100644 --- a/src/TR.jl +++ b/src/TR.jl @@ -137,13 +137,13 @@ return U end """ - function TRVirCV(X, y, lambdas, regType="L2", regParam1=0, regParam2=1e-14) + function TRVirCV(X, y, segments, lambdas, regType="L2", regParam1=0, regParam2=1e-14) Segmented virtual cross-validation (VirCV) for TR models. Outputs: b, press, lambda_min, lambda_min_ind, GCV b are (virtual) press-minimal regression coefficients. """ -function TRVirCV(X, y, lambdas, regType="L2", regParam1=0, regParam2=1e-14) +function TRVirCV(X, y, segments, lambdas, regType="L2", regParam1=0, regParam2=1e-14) U_segments = TRSegmentOrth(X, segments); bs = vec(sum(U_segments, dims=1).^2); @@ -181,23 +181,23 @@ end """ - function TRSegCV(X, y, lambdas, folds, regType="L2", regParam1=0, regParam2=1e-14) + function TRSegCV(X, y, lambdas, cv, regType="L2", regParam1=0, regParam2=1e-14) Segmented cross-validation based on the Sherman-Morrison-Woodbury updating formula. Inputs: - X : Data matrix - y : Response vector - lambdas : Vector of regularization parameter values - - folds : Vector of length n indicating segment membership for each sample + - cv : Vector of length n indicating segment membership for each sample - regType, regParam1, regParam2 : Inputs to regularizationMatrix function Outputs: rmsecv, b, lambda_min, lambda_min_ind. b are regression coefficients corresponding to the lambda value minimising the CV-error. """ -function TRSegCV(X, y, lambdas, folds, regType="L2", regParam1=0, regParam2=1e-14) +function TRSegCV(X, y, lambdas, cv, regType="L2", regParam1=0, regParam2=1e-14) TR = TRSVDDecomp(X, regType, regParam1, regParam2); -n_seg = maximum(folds); +n_seg = maximum(cv); n_lambdas = length(lambdas); my = mean(y); y = y .- my;