glmpath (version 0.98)

summary.coxpath: Produces an anova-type summary for a coxpath object

Description

This function produces an anova-type summary for a coxpath object.

Usage

# S3 method for coxpath
summary(object, ...)

Arguments

object

a coxpath object

...

additional arguments

Value

A data.frame is returned, with the following components at transition points:

Df

degrees of freedom at each step

Log.p.lik

log-partial-likelihood at each step

AIC

AIC value at each step

BIC

BIC value at each step

Details

An anova type of summary is returned, including Df, Log-partial-likelihood, AIC, and BIC values for the steps where the active set changed.

References

Mee Young Park and Trevor Hastie (2007) L1 regularization path algorithm for generalized linear models. J. R. Statist. Soc. B, 69, 659-677.

See Also

coxpath, plot.coxpath, print.coxpath

Examples

# NOT RUN {
data(lung.data)
attach(lung.data)
fit <- coxpath(lung.data)
summary(fit)
detach(lung.data)
# }