cvpen-class {quadrupen}

Class "cvpen"

Description

Class of object returned by a cross-validation performed through the crossval method.

Slots

lambda1:

vector of \lambda_1 (\ell_1 or \ell_\infty penalty levels) for which each cross-validation has been performed.

lambda2:

vector (or scalar) of \ell_2-penalty levels for which each cross-validation has been performed.

lambda1.min:

level of \lambda_1 that minimizes the error estimated by cross-validation.

lambda1.1se:

largest level of \lambda_1 such as the cross-validated error is within 1 standard error of the minimum.

lambda2.min:

level of \lambda_2 that minimizes the error estimated by cross-validation.

cv.error:

a data frame containing the mean cross-validated error and its associated standard error for each values of lambda1 and lambda2.

folds:

list of K vectors indicating the folds used for cross-validation.

beta.min:

the vector of parameters obtained by fitting the problem on the full data set x and y with lambda1.min and lambda2.min penalties.

beta.1se:

the vector of parameters obtained by fitting the problem on the full data set x and y with lambda1.1se and lambda2.min penalties.

The specific plot,cvpen-method method is documented.

See Also

See also plot,cvpen-method and crossval.