Send back the values of some penalized criteria accompanied with the vector(s) of parameters selected accordingly. The default behavior recover AIC and BIC (with respective factor 2 and log(n)) yet the user can specify any penalty.
A list or a single object with class
a vector with as many penalties a desired. The default contains the penalty corresponding to the AIC and the BIC (2 and log(n)). Setting the "names" attribute, as done in the default definition, leads to outputs which are easier to read.
A list of object with class
criterion for which a
plot is available.
Ryan Tibshirani and Jonathan Taylor. Degrees of freedom in lasso problems, Annals of Statistics, 40(2) 2012.
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