This function updates some of the quantities in the HDRDA classifier based on updated values of lambda and gamma. The update can greatly expedite cross-validation to examine a large grid of values for lambda and gamma.

update_rda_high_dim(obj, lambda = 1, gamma = 0)

Arguments

obj

a rda_high_dim object

lambda

a numeric value between 0 and 1, inclusively

gamma

a numeric value (nonnegative)

Value

a rda_high_dim object with updated estimates