infoCriterion {SCGLR} | R Documentation |
Function that calculates cross-validation selection criteria
infoCriterion(ynew, pred, family, type, size = NULL, npar = 0)
ynew |
data matrix corresponding to the observations used as test sample. |
pred |
predicted value of the linear predictor obtained from Xnew and the estimated parameters. |
family |
a vector of the same length as the number of responses containing characters identifying the distribution families of the dependent variables. "bernoulli", "binomial", "poisson" or "gaussian" are allowed. |
type |
information criterion used. Likelihood, aic, bic, aicc or Mean Square Prediction Error (mspe) are defined. Area Under ROC Curve (auc) also defined for Bernoulli cases only. |
size |
describes the number of trials for the binomial dependent variables. A (number of statistical units * number of binomial dependent variables) matrix is expected. |
npar |
number of parameters used for penalisation. |
a matrix containing the criterion value for each dependent variable (row) and each number of components (column).