The simplest model (lowest index) whose cross-validation error is within one
standard error of the minimum (ESL sec 7.10).
Usage
morie_esl_one_se_rule(cv_err, cv_se)
Arguments
- cv_err
Cross-validation errors, ordered by complexity.
- cv_se
Their standard errors.
Value
Named list: estimate (chosen index, 1-based), index_min, threshold,
chosen_error, min_error, n_within.
References
Hastie, Tibshirani & Friedman (2009), sec. 7.10.
Examples
morie_esl_one_se_rule(c(0.30, 0.25, 0.22, 0.23, 0.26), rep(0.02, 5))$estimate
#> [1] 3
