summary.cv.plasso {plasso}

Summary of cross-validated (Post-) Lasso model

Description

Summary of cross-validated (Post-) Lasso model.

Usage

## S3 method for class 'cv.plasso'
summary(object, ..., default = FALSE)

Arguments

object

cv.plasso object

...

Pass generic summary summary options

default

TRUE for glmnet-like summary output, FALSE for more specific summary information

Value

For specific summary information: summary.cv.plasso object (using list structure) containing optimal lambda values and associated MSEs for both cross-validated Lasso and Post-Lasso model. For default: summaryDefault object.

Examples

# load toeplitz data
data(toeplitz)
# extract target and features from data
y = as.matrix(toeplitz[,1])
X = toeplitz[,-1]
# fit cv.plasso to the data
p.cv = plasso::cv.plasso(X,y)
# get informative summary statistics
print(summary(p.cv, default=FALSE))
# set default=TRUE for standard summary statistics
print(summary(p.cv, default=TRUE))