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Added functions (at tests) for looking up best lambda and lambda corr…

Open phaverty opened this issue 8 years ago • 1 comments

…esponding to smallest model with cv.meanloss within 1 standard error of the minimum. I used these functions in the show method for a cross validation run.

phaverty avatar Dec 03 '16 22:12 phaverty

The vignette and plot for the R version of glmnet make use of a lambda value corresponding to the smallest model with a mean error within 1 standard error of the minimum mean error. When this lambda corresponds to one or more nonzero betas, our group takes this as some indication of a "significant" glmnet result.

phaverty avatar Dec 03 '16 22:12 phaverty