Cross validation (fold-5) function for high dimension data.

MLM_cv(x = NULL, y = NULL, nit = 1, nc = 2, max_iter = 50)

Arguments

x

x variable.

y

y variable.

nit

Iteration number.

nc

The number of component.

max_iter

Maximum iteration.

Value

The correlation between y and y_hat based on five fold cross validation.