oneSDRule: Utility function. Implements the 1-sd rule.

In bestglm: Best Subset GLM and Regression Utilities

Description

The CV and its standard devation are provided for a range of models ordered by the number of parameters estimated.

Usage

oneSDRule(CVout)

Arguments

CVout

A matrix with two columns. First column is the CV and second, its sd. Row ordering is from fewest parameter to most.

Value

The row corresponding to the best model.

Author(s)

A.I. McLeod and C. Xu

References

Hastie, T., Tibshirani, R. and Friedman, J. (2009). The Elements of Statistical Learning. 2nd Ed. Springer-Verlag.

Examples

CV<-c(1.4637799,0.7036285,0.6242480,0.6069406,0.6006877,0.6005472,0.5707958,
      0.5907897,0.5895489)
CVsd<-c(0.24878992,0.14160499,0.08714908,0.11376041,0.08522291,
 0.11897327,0.07960879,0.09235052,0.12860983)
CVout <- matrix(c(CV,CVsd), ncol=2)
oneSDRule(CVout)

Example output

Loading required package: leaps
[1] 3

bestglm documentation built on March 26, 2020, 7:25 p.m.