The default is "tuning"
; in this case, the recommended tuning
parameter values are presented.
If "estimatedPT"
, then the estimated component loading and estimated
component score matrices (based on the recommended tuning paramter
values) are presented.
If "full"
, then information is displayed regarding 1) the
recommended tuning parameter values, 2) the estimated component
loading and estimated component score matrices (based on the
recommended tuning paramter values), 3) # of variable selected,
4) Mean squared prediction error (MSPE),
5) standard errors for MSPE, 6) Lasso and Group Lasso tuning
parameter values that have been evaluated.