clime (version 0.5.0)

print.cv.clime: print a cross validated clime object

Description

Print a summary of the cv.clime object.

Usage

# S3 method for cv.clime
print(x,digits = max(3, getOption("digits") - 3), ... )

Arguments

x

cv.clime object.

digits

significant digits in printout.

...

additional print options.

Value

The output above is invisibly returned.

Details

This call outputs first a three column matrix with lambda, mean and sd for the cross validation loss values. The actual loss used and the optimal lambda value picked by cv are printed.

References

Cai, T.T., Liu, W., and Luo, X. (2011). A constrained \(\ell_1\) minimization approach for sparse precision matrix estimation. Journal of the American Statistical Association 106(494): 594-607.

Examples

# NOT RUN {
## trivial example
n <- 50
p <- 5
X <- matrix(rnorm(n*p), nrow=n)
re.clime <- clime(X)
re.cv <- cv.clime(re.clime)
print(re.cv)
# }