cv.lasso: Cross Validation of a Lasso Fit

In lassogrp: Lasso Regression Including Group Lasso and Adaptive Lasso

Description

Calculation of cross validation for a lassogrp object.

Usage

cv.lasso(object, blocks = 10, trace = FALSE,
  control = lassoControl(trace = 0), env = globalenv(),
  plot.it = NULL, se = TRUE, ...)

Arguments

object	a lassogrp object
blocks	number of blocks to be used in block crossvalidation, or name of variable defining the blocks
trace	logical: Should completion of each cross validation cycle be indicated?
control	see ?lassoControl
env	environment for getting blocks
plot.it	logical: should results be plotted?
se	logical: should cross validation standard errors be plotted?
...	further arguments passed to plot

Details

If the blocks are determined by a factor which appears in the model, ...

Value

rmse
rmse.see
rmse.blocks
fitted
lambda
blocksinmodel

Author(s)

Werner Stahel, [e-mail]

See Also

cv.lars in package lars

Examples

data(asphalt)
rr <- lasso(log10(RUT)~log10(VISC)+ASPH+BASE+FINES+VOIDS+RUN, data=asphalt)
cv.lasso(rr)

lassogrp documentation built on July 25, 2021, 3 a.m.