glmnet (version 3.0-2)

print.glmnet: print a glmnet object

Description

Print a summary of the glmnet path at each step along the path.

Usage

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

Arguments

x

fitted glmnet object

digits

significant digits in printout

…

additional print arguments

Value

The matrix above is silently returned

Details

The call that produced the object x is printed, followed by a three-column matrix with columns Df, %Dev and Lambda. The Df column is the number of nonzero coefficients (Df is a reasonable name only for lasso fits). %Dev is the percent deviance explained (relative to the null deviance). In the case of a 'relaxed' fit, an additional column is inserted, %Dev R which gives the percent deviance explained by the relaxed model. For a "bigGlm" model, a simpler summary is printed.

References

Friedman, J., Hastie, T. and Tibshirani, R. (2008). Regularization Paths for Generalized Linear Models via Coordinate Descent

See Also

glmnet, predict and coef methods.

Examples

# NOT RUN {
x = matrix(rnorm(100 * 20), 100, 20)
y = rnorm(100)
fit1 = glmnet(x, y)
print(fit1)
# }