Jerome Friedman, Trevor Hastie and Rob Tibshirani Maintainer:
Trevor Hastie hastie@stanford.edu
Details
A summary of the cross-validated fit is produced, slightly different for a
'cv.relaxed' object than for a 'cv.glmnet' object. Note that a 'cv.relaxed'
object inherits from class 'cv.glmnet', so by directly invoking
print.cv.glmnet(object) will print the summary as if
relax=TRUE had not been used.
References
Friedman, J., Hastie, T. and Tibshirani, R. (2008)
Regularization Paths for Generalized Linear Models via Coordinate
Descent https://arxiv.org/abs/1707.08692 Hastie, T.,
Tibshirani, Robert, Tibshirani, Ryan (2019) Extended Comparisons of
Best Subset Selection, Forward Stepwise Selection, and the Lasso