Produces a summary of a fitted interval search model
Value
A list of following elements
- info
a data frame of four objects for optimal models
alpha - a vector of alphas
lambda - a vector of penalization parameter lambda
deviances - a vector of deviances
n.features -a vector of number of features selected in each optimal model
- opt.alpha
an optimal value for alpha
- opt.lambda
an optimal value for lambda
- opt.error
an optimal value for error, hier minimal diviance
- opt.models
a list of optimal models with the same optimal error
References
Sill M., Hielscher T., Becker N. and Zucknick M. (2014), c060: Extended Inference with Lasso and Elastic-Net Regularized Cox and Generalized Linear Models, Journal of Statistical Software, Volume 62(5), pages 1–22. https://doi.org/10.18637/jss.v062.i05.
Author
Natalia Becker \ natalia.becker@dkfz.de