summary.cv.savvyPR: Summary of Cross-Validated Parity Regression Model

In savvyPR: Savvy Parity Regression Model Estimation with 'savvyPR'

Summary of Cross-Validated Parity Regression Model

Description

Prints a comprehensive statistical summary of a fitted cross-validated parity regression model object. It displays the model's configuration, statistical summaries of the estimated coefficients, model fit statistics, and cross-validation results.

Usage

## S3 method for class 'cv.savvyPR'
summary(object, ...)

Arguments

object	A fitted model object of class cv.savvyPR returned by cv.savvyPR.
...	Additional arguments passed to the generic summary function (currently unused).

Details

Summary of a Fitted Cross-Validated Parity Regression Model with Statistics

This function is an S3 method for the generic summary function. It formats and prints a detailed statistical overview of the optimal cross-validated model. The output includes:

• The parameterization method used ("budget" or "target").

• The matched call that produced the model.

• Residual quantiles.

• A table of estimated optimal coefficients with their corresponding standard errors, t-values, p-values, confidence intervals, and significance codes.

• Overall model fit statistics, including Residual Standard Error, Multiple and Adjusted R-squared, F-statistic, AIC, BIC, and Deviance.

• A Cross-Validation Summary displaying the minimum mean cross-validation error and the optimal tuning values (val and/or lambda).

Value

Invisibly returns NULL. This function is primarily called for its side effect of printing the summary to the console.

Author(s)

Ziwei Chen, Vali Asimit and Pietro Millossovich
Maintainer: Ziwei Chen <[e-mail]>

See Also

cv.savvyPR

Examples

# Simulate some data
set.seed(123)
n <- 100
p <- 10
x <- matrix(rnorm(n * p), n, p)
beta <- matrix(rnorm(p), p, 1)
y <- x %*% beta + rnorm(n, sd = 0.5)

# Example 1: Fit and summarize a budget-based cross-validated model
cv_fit_budget <- cv.savvyPR(x, y, method = "budget", model_type = "PR3")
summary(cv_fit_budget)

# Example 2: Fit and summarize a target-based cross-validated model
cv_fit_target <- cv.savvyPR(x, y, method = "target", model_type = "PR1")
summary(cv_fit_target)

savvyPR documentation built on April 7, 2026, 5:08 p.m.