R/cvstats.R

In kjytay/fwelnet: Feature-Weighted Elastic Net

#' @importFrom stats weighted.mean
# borrowed from glmnet
cvstats=function(cvstuff,foldid,nfolds,lambda,nz,grouped) {
    if (grouped) {
        nlams=rep(dim(cvstuff$cvraw)[2],nfolds) ## All the same - this should go
        cvstuff= cvcompute(cvstuff, foldid, nlams)
    }
    cvm=with(cvstuff,apply(cvraw, 2, weighted.mean, w = weights, na.rm = TRUE))
    cvsd=with(cvstuff, sqrt(apply(scale(cvraw, cvm, FALSE)^2, 2, weighted.mean,
                                  w = weights, na.rm = TRUE)/(N - 1)))
    nas=is.na(cvsd)
    if(any(nas)) {
        lambda=lambda[!nas]
        cvm=cvm[!nas]
        cvsd=cvsd[!nas]
        nz=nz[!nas]
    }
    list(lambda = lambda, cvm = cvm, cvsd = cvsd, cvup = cvm +
           cvsd, cvlo = cvm - cvsd, nzero = nz)
}