.extract {palasso}

Extraction

Description

Extracts cv.glmnet-like object.

Usage

.extract(fit, lambda, cvm, type.measure)

Arguments

fit

matrix with one row for each sample ("gaussian", "binomial" and "poisson"), or one row for each fold (only "cox"), and one column for each lambda (output from .fit)

lambda

lambda sequence: vector of decreasing positive values

cvm

mean cross-validated loss: vector of same length as lambda (output from .loss)

type.measure

... loss function: character "deviance", "mse", "mae", "class", or "auc"

Examples

NA