deviance.glmnet

0th

Percentile

Extract the deviance from a glmnet object

Compute the deviance sequence from the glmnet object

Keywords
models, regression
Usage
# S3 method for glmnet
deviance(object,...)
Arguments
object

fitted glmnet object

additional print arguments

Details

A glmnet object has components dev.ratio and nulldev. The former is the fraction of (null) deviance explained. The deviance calculations incorporate weights if present in the model. The deviance is defined to be 2*(loglike_sat - loglike), where loglike_sat is the log-likelihood for the saturated model (a model with a free parameter per observation). Null deviance is defined to be 2*(loglike_sat -loglike(Null)); The NULL model refers to the intercept model, except for the Cox, where it is the 0 model. Hence dev.ratio=1-deviance/nulldev, and this deviance method returns (1-dev.ratio)*nulldev.

Value

(1-dev.ratio)*nulldev

References

Friedman, J., Hastie, T. and Tibshirani, R. (2008) Regularization Paths for Generalized Linear Models via Coordinate Descent

See Also

glmnet, predict, print, and coef methods.

Aliases
  • deviance.glmnet
Examples
# NOT RUN {
x=matrix(rnorm(100*20),100,20)
y=rnorm(100)
fit1=glmnet(x,y)
deviance(fit1)
# }
Documentation reproduced from package glmnet, version 2.0-10, License: GPL-2

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