Usage
select(obj,...)
"select"(obj, criterion = c("BIC", "AIC", "GCV", "AICc", "EBIC"), df.method = c("default", "active"), smooth = FALSE, ...)
Arguments
obj
A fitted "grpregOverlap" model object.
criterion
The criterion by which to select the regularization parameter. One of "AIC", "BIC", "GCV", "AICc", or "EBIC"; default is "BIC".
df.method
How should effective model parameters be calculated? One of: "active", which counts the number of nonzero coefficients; or "default", which uses the calculated df returned by grpregOverlap. Default is "default".
smooth
Applies a smoother to the information criteria before selecting the optimal value.
...
For S3 method compatibility.