select.glmnet.cr: Select Step of Optimal Fitted AIC or BIC CR Model

Description Usage Arguments Value Author(s) See Also Examples

Description

This function returns the step number associated with the minimum AIC or BIC models for a glmnet.cr object and so can be used in selecting the step number in calls in functions such as coef.glmnet.cr, nonzero.glmnet.cr, and fitted.glmnet.cr

Usage

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select.glmnet.cr(fit, which = "BIC")

Arguments

fit

a glmnet.cr object

which

determines whether the step is associated with the optimal which="BIC" model or which="AIC" model

Value

A numeric value of length one representing the step number.

Author(s)

Kellie J. Archer, kjarcher@vcu.edu

See Also

See Also as coef.glmnet.cr, nonzero.glmnet.cr, fitted.glmnet.cr

Examples

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data(diabetes)
x <- diabetes[, 2:dim(diabetes)[2]]
y <- diabetes$y
glmnet.fit <- glmnet.cr(x, y)
AIC <- select.glmnet.cr(glmnet.fit, which = "AIC")
AIC
nonzero.glmnet.cr(glmnet.fit, s = AIC)


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