msgps (version 1.3.5)

summary.msgps: A summary of "msgps" object..

Description

This functions summarizes the "msgps" object.

Usage

# S3 method for msgps
summary(object, digits=max(3, getOption("digits") - 3), num.result = 20, 
coef.result=100,...)

Value

df

The degrees of freedom for each tuning parameter.

tuning.max

Maximum value of tuning parameter.

ms.coef

The coefficient selected by each model selection criterion.

ms.tuning

The values of tuning parameter of models selected by each model selection criterion.

ms.df

The degerees of freedom selected of models each model selection criterion.

Arguments

object

Fitted "msgps" model object.

digits

The digits of the output.

num.result

The number of tuning parameter and the corresponding degrees of freedom displayed in this code.

coef.result

If the coef.result exceeds the number of variables, the result of coefficient is not described in this code.

...

Other parameters on summary

Author

Kei Hirose

Examples

#data
X <- matrix(rnorm(100*8),100,8)
beta0 <- c(3,1.5,0,0,2,0,0,0)
epsilon <- rnorm(100,sd=3)
y <- X %*% beta0 + epsilon
y <- c(y)

#fit
fit <- msgps(X,y)
summary(fit)