. Author manuscript; available in PMC: 2019 Jun 6.

Published in final edited form as: J Comput Graph Stat. 2018 Jun 6;27(3):638–647. doi: 10.1080/10618600.2017.1401544

Table 6.

Rank selection accuracy and selected regularization parameter (λ) under five-fold cross-validation, averaged over replications for four different scenarios.

\hat{R} = R

\hat{R} < R

\hat{R} > R

Mean

\hat{λ}

N = 120, SNR = 5

100%

0.03

N = 120, SNR = 1

88%

12%

2.14

N = 30, SNR = 5

34%

32%

34%

16.1

N = 30, SNR = 1

30%

38%

32%

27.8