Last data update: 2014.03.03
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R: Utility function. Implements the 1-sd rule.
Utility function. Implements the 1-sd rule.
Description
The CV and its standard devation are provided for a range of models
ordered by the number of parameters estimated.
Usage
oneSdRule(CVout)
Arguments
CVout |
A matrix with two columns. First column is the CV and second, its sd.
Row ordering is from fewest parameter to most.
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Value
The row corresponding to the best model.
Author(s)
A.I. McLeod and C. Xu
References
Hastie, T., Tibshirani, R. and Friedman, J. (2009).
The Elements of Statistical Learning. 2nd Ed. Springer-Verlag.
Examples
CV<-c(1.4637799,0.7036285,0.6242480,0.6069406,0.6006877,0.6005472,0.5707958,
0.5907897,0.5895489)
CVsd<-c(0.24878992,0.14160499,0.08714908,0.11376041,0.08522291,
0.11897327,0.07960879,0.09235052,0.12860983)
CVout <- matrix(c(CV,CVsd), ncol=2)
oneSdRule(CVout)
Results
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