cv.fishnet=function(outlist,lambda,x,y,weights,offset,foldid,type.measure,grouped,keep=FALSE){
typenames=c(mse="Mean-Squared Error",mae="Mean Absolute Error","deviance"="Poisson Deviance")
if(type.measure=="default")type.measure="deviance"
if(!match(type.measure,c("mse","mae","deviance"),FALSE)){
warning("Only 'deviance', 'mse' or 'mae' available for Poisson models; 'deviance' used")
type.measure="deviance"
}
if(!is.null(offset)){
is.offset=TRUE
offset=drop(offset)
}else is.offset=FALSE
devi=function(y,eta){
deveta=y*eta-exp(eta)
devy=y*log(y)-y
devy[y==0]=0
2*(devy-deveta)
}
predmat=matrix(NA,length(y),length(lambda))
nfolds=max(foldid)
nlams=double(nfolds)
for(i in seq(nfolds)){
which=foldid==i
fitobj=outlist[[i]]
if(is.offset)off_sub=offset[which]
preds=predict(fitobj,x[which,,drop=FALSE],offset=off_sub)
nlami=length(outlist[[i]]$lambda)
predmat[which,seq(nlami)]=preds
nlams[i]=nlami
}
N=length(y) - apply(is.na(predmat),2,sum)
cvraw=switch(type.measure,
"mse"=(y-exp(predmat))^2,
"mae"=abs(y-exp(predmat)),
"deviance"=devi(y,predmat)
)
if( (length(y)/nfolds <3)&&grouped){
warning("Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per fold",call.=FALSE)
grouped=FALSE
}
if(grouped){
cvob=cvcompute(cvraw,weights,foldid,nlams)
cvraw=cvob$cvraw;weights=cvob$weights;N=cvob$N
}
cvm=apply(cvraw,2,weighted.mean,w=weights,na.rm=TRUE)
cvsd=sqrt(apply(scale(cvraw,cvm,FALSE)^2,2,weighted.mean,w=weights,na.rm=TRUE)/(N-1))
out=list(cvm=cvm,cvsd=cvsd,name=typenames[type.measure])
if(keep)out$fit.preval=predmat
out
}
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