Utility function. Implements the 1-sd rule.
The CV and its standard devation are provided for a range of models ordered by the number of parameters estimated.
oneSDRule(CVout)
CVout |
A matrix with two columns. First column is the CV and second, its sd. Row ordering is from fewest parameter to most. |
The row corresponding to the best model.
A.I. McLeod and C. Xu
Hastie, T., Tibshirani, R. and Friedman, J. (2009). The Elements of Statistical Learning. 2nd Ed. Springer-Verlag.
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)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.