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10-fold cross-validation simulation to identify optimal lambda for ridge regression on n=1000 observations of p=10000 Rademacher random variables.

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4a_Solution.pdf		4a_Solution.pdf
4b_Solution.pdf		4b_Solution.pdf
4b_script.R		4b_script.R
Problem.png		Problem.png
README.md		README.md

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Cross_Validation

Note: I did not add the random N(0,1) error term to the data (X). Need to fix. (04/13/2020)

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10-fold cross-validation simulation to identify optimal lambda for ridge regression on n=1000 observations of p=10000 Rademacher random variables.

r simulation cross-validation ridge-regression rademacher

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