summary.cvCovEst {cvCovEst} | R Documentation |
summary()
provides summary statistics regarding
the performance of cvCovEst()
and can be used for diagnostic
plotting.
## S3 method for class 'cvCovEst' summary( object, summ_fun = c("cvRiskByClass", "bestInClass", "worstInClass", "hyperRisk"), ... )
object |
A named |
summ_fun |
A |
... |
Additional arguments passed to |
summary()
accepts four different choices for the
summ_fun
argument. The choices are:
"cvRiskByClass"
- Returns the minimum, first quartile,
median, third quartile, and maximum of the cross-validated risk
associated with each class of estimator passed to
cvCovEst()
.
"bestInClass"
- Returns the specific hyperparameters, if
applicable, of the best performing estimator within each class.
"worstInClass"
- Returns the specific hyperparameters, if
applicable, of the worst performing estimator within each class.
"hyperRisk"
- For estimators that take hyperparameters as
arguments, this function returns the hyperparameters associated with
the minimum, first quartile, median, third quartile, and maximum of the
cross-validated risk within each class of estimator. Each class has
its own tibble
, which are returned as a
list
.
A named list
where each element corresponds to the output of
of the requested summaries.
cv_dat <- cvCovEst( dat = mtcars, estimators = c( linearShrinkEst, thresholdingEst, sampleCovEst ), estimator_params = list( linearShrinkEst = list(alpha = seq(0.1, 0.9, 0.1)), thresholdingEst = list(gamma = seq(0.1, 0.9, 0.1)) ), center = TRUE, scale = TRUE ) summary(cv_dat)