summary.glmpathcr | R Documentation |
This function summarizes the fits of glmpathcr
over a path and returns a matrix that includes the degrees of freedom, deviance, AIC, and BIC associated with each model fit.
## S3 method for class 'glmpathcr'
summary(object, ...)
object |
a glmpathcr object |
... |
additional arguments |
A matrix is returned with the following columns corresponding to each model fit (rows):
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 |
This function is essentially the same as summary.glmpath
from the glmpath package by Park and Hastie but was designed to operate on a returned glmpathcr
object.
Kellie J. Archer archer.43@osu.edu
Mee Young Park and Trevor Hastie (2007) L1 regularization path algorithm for generalized linear models. J. R. Statist. Soc. B, 69, 659-677.
Archer K.J., Williams A.A.A. (2012) L1 penalized continuation ratio models for ordinal response prediction using high-dimensional datasets. Statistics in Medicine, 31(14), 1464-74.
See Also as predict.glmpathcr
, coef.glmpathcr
data(diabetes)
x <- diabetes[, 2:dim(diabetes)[2]]
y <- diabetes$y
fit <- glmpathcr(x, y)
summary(fit)
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