summary.cvCovEst {cvCovEst}  R Documentation 
Generic Summary Method for cvCovEst
Description
summary()
provides summary statistics regarding
the performance of cvCovEst()
and can be used for diagnostic
plotting.
Usage
## S3 method for class 'cvCovEst'
summary(
object,
dat_orig,
summ_fun = c("cvRiskByClass", "bestInClass", "worstInClass", "hyperRisk"),
...
)
Arguments
object 
A named 
dat_orig 
The 
summ_fun 
A 
... 
Additional arguments passed to 
Details
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 crossvalidated risk associated with each class of estimator passed tocvCovEst()
. 
"bestInClass"
 Returns the specific hyperparameters, if applicable, of the best performing estimator within each class along with other metrics. 
"worstInClass"
 Returns the specific hyperparameters, if applicable, of the worst performing estimator within each class along with other metrics. 
"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 crossvalidated risk within each class of estimator. Each class has its owntibble
, which are returned as alist
.
Value
A named list
where each element corresponds to the output of
of the requested summaries.
Examples
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, mtcars)