Re: [R] lasso cross-validation

2013-08-20 Thread Adams, Jean
Samuel, Typically when someone specifies 10-fold cross validation, it implies that a single series of 10 validations are run. No repeats. You can read more about cross-validation here ... http://en.wikipedia.org/wiki/Cross-validation_(statistics)#K-fold_cross-validation . Jean On Mon, Aug 19,

[R] lasso cross-validation

2013-08-19 Thread Samuel Okoye
Dear all, I am using cv.glmnet in r and I have the following question: The default is 10-fold cross-validation, but it is not clear to me how many times are repeated? Is it 50 repeats? I am sore if me question will be very easy for some people! Many thanks in advance, Samuel [[altern