Re: [R] Double Cross validation for LASSO

2009-03-17 Thread Max Kuhn
Alex, >  I am looking for a code on double cross validation in > LASSO , one for optimizing the parameter and other one is for MSEP. If any > one have it, please foroward to me. I am using different  package like LARS, > chemometric etc. It won't do double cross-validation, but the caret package

[R] Double Cross validation for LASSO

2009-03-17 Thread Alex Roy
Dear R user, I am looking for a code on double cross validation in LASSO , one for optimizing the parameter and other one is for MSEP. If any one have it, please foroward to me. I am using different package like LARS, chemometric etc. Thanks in advance Alex [[altern