pen.crit: Penalized criteria based on estimation of degrees of freedom

In spring: Fit the SPRING model

Description

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.

Usage

pen.crit(object, penalty=setNames(c(2, log(N)), c("AIC","BIC")))

Arguments

object	A list or a single object with class spring. Typically, an output of the spring fitting function.
penalty	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.

Value

A list of object with class criterion for which a plot is available.

References

Ryan Tibshirani and Jonathan Taylor. Degrees of freedom in lasso problems, Annals of Statistics, 40(2) 2012.

See Also

spring.

spring documentation built on May 2, 2019, 6:09 p.m.