print.cv.clime: print a cross validated clime object

In clime: Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation

print a cross validated clime object

Description

Print a summary of the cv.clime object.

Usage

## S3 method for class 'cv.clime'
print(x,digits = max(3, getOption("digits") - 3), ... )

Arguments

x	cv.clime object.
digits	significant digits in printout.
...	additional print options.

Details

This call outputs first a three column matrix with lambda, mean and sd for the cross validation loss values. The actual loss used and the optimal lambda value picked by cv are printed.

Value

The output above is invisibly returned.

Author(s)

T. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Maintainer: Xi (Rossi) Luo [e-mail]

References

Cai, T.T., Liu, W., and Luo, X. (2011). A constrained \ell_1 minimization approach for sparse precision matrix estimation. Journal of the American Statistical Association 106(494): 594-607.

Examples

## trivial example
n <- 50
p <- 5
X <- matrix(rnorm(n*p), nrow=n)
re.clime <- clime(X)
re.cv <- cv.clime(re.clime)
print(re.cv)

clime documentation built on June 22, 2022, 5:07 p.m.