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PhilBoileau / cvCovEst

An R package for assumption-lean covariance matrix estimation in high dimensions
https://philboileau.github.io/cvCovEst/
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Indicate selected hyperparameter in CV risk plots #65

Open PhilBoileau opened 2 years ago

PhilBoileau commented 2 years ago

When plotting the relationship between an estimator's hyperparameter(s) and cross-validated risks, emphasizing the optimal hyperparameter(s) would be helpful.