joakim/Ting.jl
1
0
Fork 0
Code Issues Pull requests Projects Releases Packages Wiki Activity Actions

Fixed bug in oldregcoeffs

Browse source
This commit is contained in:
Joakim Skogholt 2024-05-19 12:18:44 +02:00
parent 6008056412
commit 79657c58e0
1 changed files with 1 additions and 1 deletions
Show stats Download patch file Download diff file Expand all files Collapse all files

2
src/variousRegressionFunctions.jl
View file

@ -20,7 +20,7 @@ function oldRegCoeffs(X, y, cvfolds, ncomps, regFunction=bidiag2) # bidiag2 OR P
cverror += sum((ytest .- Xtest*betas[2:end,:] .- betas[1,:]').^2, dims=1)'; cverror += sum((ytest .- Xtest*betas[2:end,:] .- betas[1,:]').^2, dims=1)';
end end
cverror = cverror ./ n cverror = cverror ./ size(X,1);
#rmsecv = sqrt.(rmsecv ./ size(X, 1)) #rmsecv = sqrt.(rmsecv ./ size(X, 1))
#minInd = argmin(rmsecv)[1] #minInd = argmin(rmsecv)[1]
regCoeffsInds = findfirst(cverror .< (minimum(cverror) + std(cverror)/sqrt(length(unique(cvfolds)))))[1] # 1 S.E. rule regCoeffsInds = findfirst(cverror .< (minimum(cverror) + std(cverror)/sqrt(length(unique(cvfolds)))))[1] # 1 S.E. rule