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 |
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]