getOptLambda {cvwrapr} | R Documentation |
Get lambda.min and lambda.1se values
Description
Get lambda.min and lambda.1se values and indices.
Usage
getOptLambda(lambda, cvm, cvsd, type.measure)
Arguments
lambda |
The values of lambda used in the fits. |
cvm |
The mean cross-validated error: a vector of length 'length(lambda)'. |
cvsd |
Estimate of standard error of 'cvm'. |
type.measure |
Loss function used for CV. |
Value
A list with the following elements:
lambda.min |
Value of 'lambda' that gives minimum 'cvm'. |
lambda.1se |
Largest value of 'lambda' such that the error is within 1 standard error of the minimum. |
index |
A one-column matrix with the indices of 'lambda.min' and 'lambda.1se' in the sequence of coefficients, fits etc. |
[Package cvwrapr version 1.0 Index]