Add LFO-CV to projpred #467
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Just for future reference: The following shouldn't be forgotten before merging:
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…ntical to `TRUE`).
… is identical to `TRUE`).
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I think we should mention somewhere that within projpred, "LFO CV" actually means "1-SAP-LFO CV" (one-step-ahead prediction [or predictive?] leave-future-out cross-validation). Perhaps in the docs as well as in the |
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This PR brings to
projpred:orderedsearch method, where we simply append the next predictor in time; and,