deviance.glmnet
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.
Examples
# NOT RUN {
x=matrix(rnorm(100*20),100,20)
y=rnorm(100)
fit1=glmnet(x,y)
deviance(fit1)
# }