summary.glmpathcr {glmpathcr}

Summarize a glmpathcr Object

Description

This function summarizes the fits of glmpathcr over a path and returns a matrix that includes the degrees of freedom, deviance, AIC, and BIC associated with each model fit.

Usage

## S3 method for class 'glmpathcr'
summary(object, ...)

Arguments

object

a glmpathcr object

...

additional arguments

Value

A matrix is returned with the following columns corresponding to each model fit (rows):

Df

degrees of freedom at each step

Deviance

deviance computed at each step

AIC

AIC value at each step

BIC

BIC value at each step

Note

This function is essentially the same as summary.glmpath from the glmpath package by Park and Hastie but was designed to operate on a returned glmpathcr object.

Author(s)

Kellie J. Archer [e-mail]

References

Mee Young Park and Trevor Hastie (2007) L1 regularization path algorithm for generalized linear models. J. R. Statist. Soc. B, 69, 659-677.

Archer K.J., Williams A.A.A. (2012) L1 penalized continuation ratio models for ordinal response prediction using high-dimensional datasets. Statistics in Medicine, 31(14), 1464-74.

See Also

See Also as predict.glmpathcr, coef.glmpathcr

Examples

data(diabetes)
x <- diabetes[, 2:dim(diabetes)[2]]
y <- diabetes$y
fit <- glmpathcr(x, y)
summary(fit)