summary.lars: Summary method for lars objects

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/summary.lars.R

Description

Produce an anova-type summary for a lars object.

Usage

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## S3 method for class 'lars'
summary(object, sigma2=NULL, ...)

Arguments

object

lars object

sigma2

optional variance measure (for p>n)

...

Additional arguments for summary generic

Details

An anova summary is produced, with Df, RSS and Cp for each step. Df is tricky for some models, such as forward stagewise and stepwise, and is not likely to be accurate. When p>n, the user is responsible for supplying sigma2.

Value

An anova object is returned, with rownames the step number, and with components:

Df

Estimated degree of freedom

Rss

The Residual sum of Squares

Cp

The Cp statistic

Author(s)

Brad Efron and Trevor Hastie

References

Efron, Hastie, Johnstone and Tibshirani (2003) "Least Angle Regression" (with discussion) Annals of Statistics; see also http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf. Hastie, Tibshirani and Friedman (2002) Elements of Statistical Learning, Springer, NY.

See Also

lars, and print, plot,and predict methods for lars, and cv.lars

Examples

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data(diabetes)
attach(diabetes)
object <- lars(x,y)
summary(object)
detach(diabetes)

Example output

Loaded lars 1.2

LARS/LASSO
Call: lars(x = x, y = y)
   Df     Rss       Cp
0   1 2621009 453.7263
1   2 2510465 418.0322
2   3 1700369 143.8012
3   4 1527165  86.7411
4   5 1365734  33.6957
5   6 1324118  21.5052
6   7 1308932  18.3270
7   8 1275355   8.8775
8   9 1270233   9.1311
9  10 1269390  10.8435
10 11 1264977  11.3390
11 10 1264765   9.2668
12 11 1263983  11.0000

lars documentation built on May 1, 2019, 6:36 p.m.

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