A data frame containing
athe values of the penalty parameter
R2the R2
criterion evaluted on the learning set
mthe size of the selected model
If a test set is available the last row is
R2testthe R2
criterion evaluated on the test set
If no test set is available, criteria computed by K-corss-validation are provided:
Q2the Q2
evaluated by cross-validation (by default, K=10)
RMSE CVRMSE
computed by cross-validation
Note that the penalty parameter could be chosen by minimizing the value of the RMSE by cross-validation.