Description Usage Arguments Details Value Author(s) References See Also Examples
This function produces an anova-type summary for a glmpath object.
1 2 |
object |
a |
... |
additional arguments |
An anova type of summary is returned, including Df, Deviance, AIC, and BIC values for the steps where the active set changed.
A data.frame is returned, with the following components at transition points:
Df |
degrees of freedom at each step |
Deviance |
deviance computed at each step |
AIC |
AIC value at each step |
BIC |
BIC value at each step |
Mee Young Park and Trevor Hastie
Mee Young Park and Trevor Hastie (2007) L1 regularization path algorithm for generalized linear models. J. R. Statist. Soc. B, 69, 659-677.
glmpath, plot.glmpath, print.glmpath
1 2 3 4 5 | data(heart.data)
attach(heart.data)
fit <- glmpath(x, y)
summary(fit)
detach(heart.data)
|
Loading required package: survival
Call:
glmpath(x = x, y = y)
Df Deviance AIC BIC
Step 1 1 596.1084 598.1084 602.2440
Step 2 2 557.4779 561.4779 569.7491
Step 3 3 557.1828 563.1828 575.5895
Step 4 4 544.5390 552.5390 569.0813
Step 5 5 506.5152 516.5152 537.1930
Step 6 6 487.0356 499.0356 523.8489
Step 9 7 478.4425 492.4425 521.3915
Step 10 8 473.2679 489.2679 522.3524
Step 13 9 472.1678 490.1678 527.3879
Step 14 10 472.1400 492.1400 533.4957
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.