summary.cv.biglasso: Summarizing inferences based on cross-validation

Description

Summary method for cv.biglasso objects.

Usage

# S3 method for cv.biglasso
summary(object, ...)
# S3 method for summary.cv.biglasso
print(x, digits, ...)

Value

summary.cv.biglasso produces an object with S3 class "summary.cv.biglasso". The class has its own print method and contains the following list elements:

penalty: The penalty used by biglasso.
model: Either "linear" or "logistic", depending on the family option in biglasso.
n: Number of observations
p: Number of regression coefficients (not including the intercept).
min: The index of lambda with the smallest cross-validation error.
lambda: The sequence of lambda values used by cv.biglasso.
cve: Cross-validation error (deviance).
r.squared: Proportion of variance explained by the model, as estimated by cross-validation.
snr: Signal to noise ratio, as estimated by cross-validation.
sigma: For linear regression models, the scale parameter estimate.
pe: For logistic regression models, the prediction error (misclassification error).

Arguments

object: A cv.biglasso object.
...: Further arguments passed to or from other methods.
x: A "summary.cv.biglasso" object.
digits: Number of digits past the decimal point to print out. Can be a vector specifying different display digits for each of the five non-integer printed values.

Author

Yaohui Zeng and Patrick Breheny

Maintainer: Yaohui Zeng <yaohui.zeng@gmail.com>

Examples

Run this code

## See examples in "cv.biglasso" and "biglasso-package"