summary.msgps: A summary of "msgps" object..

In msgps: Degrees of Freedom of Elastic Net, Adaptive Lasso and Generalized Elastic Net

A summary of "msgps" object..

Description

This functions summarizes the "msgps" object.

Usage

## S3 method for class 'msgps'
summary(object, digits=max(3, getOption("digits") - 3), num.result = 20, 
coef.result=100,...)

Arguments

object	Fitted "msgps" model object.
digits	The digits of the output.
num.result	The number of tuning parameter and the corresponding degrees of freedom displayed in this code.
coef.result	If the coef.result exceeds the number of variables, the result of coefficient is not described in this code.
...	Other parameters on summary

Value

df	The degrees of freedom for each tuning parameter.
tuning.max	Maximum value of tuning parameter.
ms.coef	The coefficient selected by each model selection criterion.
ms.tuning	The values of tuning parameter of models selected by each model selection criterion.
ms.df	The degerees of freedom selected of models each model selection criterion.

Author(s)

Kei Hirose
[e-mail]

Examples

#data
X <- matrix(rnorm(100*8),100,8)
beta0 <- c(3,1.5,0,0,2,0,0,0)
epsilon <- rnorm(100,sd=3)
y <- X %*% beta0 + epsilon
y <- c(y)

#fit
fit <- msgps(X,y)
summary(fit) 

msgps documentation built on Oct. 21, 2022, 1:06 a.m.