a vector containing different values of the penalty
parameter for which a stepwise selected model is fitted
K
the number of folds for the cross-validation procedure
test
an additional data set on which the prediction criteria are evaluated (default corresponds to no test data set)
graphic
if TRUE the values of the criteria are represented
Value
a list with the different criteria for different values of the
penalty parameter. This list contains:
penalty
the values for the penalty parameter
m
size m of the selected model for each value in P
R2
the value of the R2 criterion for each model
According to the value of the test argument, other criteria are calculated:
ll
a. If a test set is available, R2test contains the value of the R2
criterion on the test set
b. If no test set is available, the Q2 and the RMSE computed by
cross-validation are done.