summary.sealasso {sealasso}R Documentation

Summary method for sealasso objects

Description

This provides the method used, condition index and the optimal model selected by BIC.

Usage

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

Arguments

object

a sealasso object

...

other arguments to be passed to summary

Details

A summary is provided for a sealasso object. To provide a more succinct output, only the method used, condition index and the selected optimal model are printed out.

Value

method

The method used. One of NSEA-lasso, SEA-lasso, OLS-adaptive lasso and Lasso.

condition.index

Condition index of the scaled model matrix.

optim.beta

The estimated coefficients of the optimal model based on BIC criterion.

References

Qian, W. and Yang, Y. (2010) "Model Selection via Standard Error Adjusted Adaptive Lasso." Technical Report, University of Minnesota.

See Also

sealasso

Examples

  # use the diabetes dataset from "lars" package
  data(diabetes)
  y <- diabetes$y
  # with quadratic terms
  x2 <- cbind(diabetes$x1,diabetes$x2)
  object <- sealasso(x2, y, "sealasso")
  summary(object)

[Package sealasso version 0.1-3 Index]