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.