pub fn lambda_cv(
data: &FdMatrix,
argvals: &[f64],
config: &LambdaCvConfig,
) -> Result<LambdaCvResult, FdarError>Expand description
Select the best elastic-alignment regularisation parameter via K-fold cross-validation.
For each candidate lambda the data are split into K folds. A Karcher mean is computed on the training set and every held-out curve is scored by its elastic distance to that mean. The lambda with the lowest average held-out distance wins.
§Arguments
data— Functional data matrix (n x m).argvals— Evaluation grid (length m).config— Cross-validation settings (lambdas, folds, iterations, …).
§Errors
Returns FdarError::InvalidDimension if data has fewer than 4 rows
or argvals length does not match data.ncols().
Returns FdarError::InvalidParameter if any lambda is negative or
n_folds is 1.