summary.coxpath {glmpath}R Documentation

Produces an anova-type summary for a coxpath object

Description

This function produces an anova-type summary for a coxpath object.

Usage

  summary.coxpath(object, ...)

Arguments

object a coxpath object
... additional arguments

Details

An anova type of summary is returned, including Df, Log-partial-likelihood, AIC, and BIC values for the steps where the active set changed.

Value

A data.frame is returned, with the following components at transition points:

Df degrees of freedom at each step
Log.p.lik log-partial-likelihood at each step
AIC AIC value at each step
BIC BIC value at each step

Author(s)

Mee Young Park and Trevor Hastie

References

Mee Young Park and Trevor Hastie (2007) L1 regularization path algorithm for generalized linear models. J. R. Statist. Soc. B, 69, 659-677.

See Also

coxpath, plot.coxpath, print.coxpath

Examples

data(lung.data)
attach(lung.data)
fit <- coxpath(lung.data)
summary(fit)
detach(lung.data)

[Package glmpath version 0.94 Index]