Add helper function cross-validate reduced dimension for SimDiag - Githubissues

ramhiser / sparsediscrim

Sparse and Regularized Discriminant Analysis in R

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Add helper function cross-validate reduced dimension for SimDiag #14

Closed ramhiser closed 11 years ago

ramhiser commented 11 years ago

Consider a range of values for q
Select the best value for q via cross-validation
Add ... to pass additional arguments to the simdiag function