summary.gcv.sreg.R
"summary.gcv.sreg" <-
function(object, lambda, cost = 1, nstep.cv = 20, offset = 0, verbose =
TRUE,...)
{
out<- object # hack S3
shat.pure.error <- out$shat.pure.error
pure.ss <- out$pure.ss
nt <- 2
np <- out$np
N <- out$N
out$cost <- cost
out$offset <- offset
lambda.est <- rep(NA, 6)
names(lambda.est) <- c("lambda", "trA", "GCV", "GCV.one", "GCV.model",
"shat")
#
# fill in stuff for this lambda
lambda.est[1] <- lambda
temp <- sreg.fit(lambda, out)
lambda.est[2] <- temp$trace
lambda.est[3] <- temp$gcv
lambda.est[4] <- temp$gcv.one
if(!is.na(shat.pure.error)) {
lambda.est[5] <- temp$gcv.model
}
lambda.est[6] <- temp$shat
lambda.est
}