grpregOverlap (version 2.2-0)

select.grpregOverlap: Select an value of lambda along a regularization path

Description

The function selects a point along the regularization path of a fitted "grpregOverlap object" according to the AIC, BIC, or GCV criteria.

Usage

select(obj,...)
"select"(obj, criterion = c("BIC", "AIC", "GCV", "AICc", "EBIC"),  df.method = c("default", "active"), smooth = FALSE, ...)

Arguments

obj

A fitted "grpregOverlap" model object.

criterion

The criterion by which to select the regularization parameter. One of "AIC", "BIC", "GCV", "AICc", or "EBIC"; default is "BIC".

df.method

How should effective model parameters be calculated? One of: "active", which counts the number of nonzero coefficients; or "default", which uses the calculated df returned by grpregOverlap. Default is "default".

smooth

Applies a smoother to the information criteria before selecting the optimal value.

...

For S3 method compatibility.

Value

A list containing:

Details

See R Package grpreg for details about the selection criteria as well as the methods for computing degrees of freedom.

See Also

grpregOverlap

Examples

## See examples in "grpregOverlap".