Prior Ridge leave-one-out cross validation

Compute prior ridge leave-one-out cross validation error for a specific data matrix, response vector, regularization, and priors vector

Usage

pridge_loocv(X, y, lambda, beta_0, mse = TRUE)

Arguments

X

(matrix) columns are 1-hot encoded teams, each row an alliance-match

y

(vector) response - typically alliance scores

lambda

regularization parameter

beta_0

vector of priors to regularize towards