summary.cvsvd: Summarize the Result of an SVD Cross-Validation

In bcv: Cross-Validation for the SVD (Bi-Cross-Validation)

Summarize the Result of an SVD Cross-Validation

Description

Summarize the result of cv.svd.gabriel or cv.svd.wold.

Usage

## S3 method for class 'cvsvd'
summary(object, ...)

Arguments

object	the result of a cv.svd.gabriel or cv.svd.wold computation.
...	additional arguments to summary.

Details

Print a table of the estimated prediction errors and the standard errors of the estimate. Put an asterisk (*) next to the minimum and a plus (+) next to the "one standard error rule" choice.

Value

nfolds	the number of cross-validation folds
maxrank	the maximum rank for which prediction error is estimated.
msep.mean	the average mean square error of prediction (MSEP) across all folds for ranks 0, 1, ..., maxrank.
msep.se	the standard errors of the msep.mean estimates.
rank.best	the rank with the minimum msep.mean value.
rank.1se	the smallest rank within one standard error of the minimum msep.mean value.

Author(s)

Patrick O. Perry

See Also

cv.svd.gabriel, cv.svd.wold, plot.cvsvd print.cvsvd

bcv documentation built on May 31, 2023, 5:32 p.m.