select.ppmnet: Select a tuning parameter value from a 'ppmnet' object

Description Usage Arguments Value Examples

View source: R/select.R

Description

Selects a point from along the fitted regularization path of a 'ppmnet' object on the basis of a (composite) information criterion.

Usage

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## S3 method for class 'ppmnet'
select(object, criterion = c("AIC", "BIC", "ERIC"), ...)

Arguments

object

A fitted ppmnet object.

criterion

The criterion by which to select the tuning parameter. One of "AIC", "BIC", or "ERIC".

...

Ignored

Value

A list containing lambda, the selected tuning parameter; coefs, the coefficients of the selected model; edf, the effective degrees of freedom for the regularization path; and criterion; the computed criterion values for the regularization path.

Examples

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Qp <- quadscheme(Xp)
fitp <- ppmnet(Qp, exdata)
select(fitp, "BIC")

Qg <- quadscheme.logi(Xg)
fitg <- ppmnet(Qg, exdata, Geyer(5, 1), method = "logi", nlambda = 20)
select(fitg, "BIC")

jeffdaniel/ppmnet documentation built on Aug. 14, 2019, 6:31 a.m.