summary.nestfs {nestfs}

Results summary for nested forward selection

Description

Report summary statistics from a run of nested forward selection across the outer folds.

Usage

## S3 method for class 'nestfs'
summary(object, iter1 = FALSE, ...)

## S3 method for class 'nestfs'
print(x, ...)

Arguments

object, x

An object of class nestfs.

iter1

Whether the summary should be over all variables at the first iteration: this can be interpreted as a cross-validated univariate test for association.

...

Further arguments passed to or from other methods. These are currently ignored.

Value

A data frame with the following columns:

vars

Variables selected.

percent

Percentage of folds in which the variable was selected.

coef

Median coefficient for the variable.

coefIQR

Inter-quartile range for the variable coefficient.

rank

Median iteration in which the variable was selected.

rankIQR

Inter-quartile range for rank of the variable.

diffLogLik

Median difference in log-likelihoods.

diffLogLikIQR

Inter-quartile range for the difference in log-likelihoods.

Note

A function of name "getfullname" to match variable names to full names is searched on the current workspace, and if found full names are included in the summary data frame.