cvpen-class | R Documentation |
Class of object returned by a cross-validation performed through
the crossval
method.
lambda1
:vector of lambda1 (l1 or infinity penalty levels) for which each cross-validation has been performed.
lambda2
:vector (or scalar) of l2-penalty levels for which each cross-validation has been performed.
lambda1.min
:level of lambda1 that minimizes the error estimated by cross-validation.
lambda1.1se
:largest level of lambda1 such as the cross-validated error is within 1 standard error of the minimum.
lambda2.min
:level of lambda2 that minimizes the error estimated by cross-validation.
cv.error
:a data frame containing the mean
cross-validated error and its associated standard error for each
values of lambda1
and lambda2
.
folds
:list of K
vectors indicating the folds
used for cross-validation.
beta.min
:the vector of parameters obtained by
fitting the problem on the full data set x
and y
with
lambda1.min
and lambda2.min
penalties.
beta.1se
:the vector of parameters obtained by
fitting the problem on the full data set x
and y
with
lambda1.1se
and lambda2.min
penalties.
The specific plot,cvpen-method
method is documented.
See also plot,cvpen-method
and
crossval
.
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