get_measure {spareg} | R Documentation |
Extractor for (cross-)validation measure from 'spar
' or 'spar.cv
' object
Description
Extractor for (cross-)validation measure from 'spar
' or 'spar.cv
' object
Usage
get_measure(object)
Arguments
object |
A fitted ' |
Value
data.frame containing the (cross-)validation measure for the considered threshold and number of model combinations.
For 'spar
' objects it contains information about the measure calculated on the validation set (or on the training sample if
xval and yval are missing) and the number of active variables. For 'spar.cv
' objects it contains information
on the average measure obtained across folds together with the standard deviation across the folds and the average number of active variables.
the nfolds
of the training set.
See Also
Examples
example_data <- simulate_spareg_data(n = 100, p = 400, ntest = 100)
spar_res <- spar(example_data$x, example_data$y, xval = example_data$xtest,
yval = example_data$ytest, nummods=c(5, 10, 15, 20, 25, 30))
get_measure(spar_res)
[Package spareg version 1.1.0 Index]