summary method for class "ithresh"
an object of class "ithresh", a result of a call to
Additional optional arguments. At present no optional arguments are used.
Returns a numeric matrix with 5 columns and
n_v is an argument to
determines how many of the largest training thresholds are used
a validation thresholds. The columns contain:
column 1: the validation threshold v
column 2: the sample quantile to which the validation threshold corresponds
column 3: the best training threshold u judged using the validation threshold v
column 4: the sample quantile to which the best training threshold corresponds
column 5: the index of the vector
u_vec of training
thresholds to which the threshold in column2 corresponds
ithresh for threshold selection in the i.i.d. case
based on leave-one-out cross-validation.
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