Regress::RidgeOptimalk Function

void RidgeOptimalk(TVec y, TMtx A, double &k);

Optimal k value for ridge regression.

#	Name	Type
1	y	TVec *
2	A	TMtx *
3	k	double &

Remarks:

Finds optimal k value for ridge regression, such that k minimizes ridge model MSE.

See Also: Regress::RidgeRegress

Declared in Dew::Stats::Units::Regress · Dew.Stats/Units.Regress.h · Cross-compiler