getMinMaxPosLikeGlmnet: Find a region of interest in a set of lambdas given criteria...

Description Usage Arguments Value Author(s) Examples

View source: R/getMinMaxPosLikeGlmnet.R

Description

Find a region of interest in a set of lambdas given criteria and their SE

Usage

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  getMinMaxPosLikeGlmnet(object, ...)

  ## Default S3 method:
getMinMaxPosLikeGlmnet(object, cvm,
    cvsd, type.measure,...)

  ## S3 method for class 'cv.glmnet'
 getMinMaxPosLikeGlmnet(object, ...)

Arguments

object

(main) object to get the region information from (for default: vector of lambda values)

...

for flexibility in 'derived' implementation

cvm

criteria value (see cv.glmnet)

cvsd

criteria value standard errors (see cv.glmnet)

type.measure

see cv.glmnet. If this is "auc", the cvm are negated before continuing.

Value

list of class "lambdaregion":

pos.optimum

position of the optimum criterion in the set of lambdas

pos.higherlambda

position in the set of lambdas of the highest lambda with criterion within one se of the optimum

pos.lowerlambda1

position in the set of lambdas of the lambda below that of the optimum, that has the inverted optimum

pos.lowerlambda2

position in the set of lambdas of the highest lambda below that of the optimum that does not have its criterion within one se of the optimum

lambda

vector of lambda values (as passed in)

Author(s)

Nick Sabbe nick.sabbe@ugent.be

Nick Sabbe nick.sabbe@ugent.be

Nick Sabbe nick.sabbe@ugent.be

Examples

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y<-sample(0:1, nrow(iris), replace=TRUE)
cvl<-fit.lognet(ds=iris, out=y, lambda=NULL, verbosity=10, type.measure="auc")
getMinMaxPosLikeGlmnet(cvl$lambda, cvl$cvm, cvl$cvsd, type.measure="auc")
y<-sample(0:1, nrow(iris), replace=TRUE)
cvl<-fit.lognet(ds=iris, out=y, lambda=NULL, verbosity=10, type.measure="auc")
getMinMaxPosLikeGlmnet(cvl)

EMLasso documentation built on May 2, 2019, 5:49 p.m.