summary.sealasso: Summary method for sealasso objects

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

View source: R/sealasso.R

Description

This provides the method used, condition index and the optimal model selected by BIC.

Usage

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

Arguments

object

a sealasso object

...

other arguments to be passed to summary

Details

A summary is provided for a sealasso object. To provide a more succinct output, only the method used, condition index and the selected optimal model are printed out.

Value

method

The method used. One of NSEA-lasso, SEA-lasso, OLS-adaptive lasso and Lasso.

condition.index

Condition index of the scaled model matrix.

optim.beta

The estimated coefficients of the optimal model based on BIC criterion.

Author(s)

Wei Qian <weiqian@stat.umn.edu>

References

Qian, W. and Yang, Y. (2010) "Model Selection via Standard Error Adjusted Adaptive Lasso." Technical Report, University of Minnesota.

See Also

sealasso

Examples

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  # use the diabetes dataset from "lars" package
  data(diabetes)
  y <- diabetes$y
  # with quadratic terms
  x2 <- cbind(diabetes$x1,diabetes$x2)
  object <- sealasso(x2, y, "sealasso")
  summary(object)

sealasso documentation built on May 2, 2019, 6:33 a.m.