Print summary of a varsel() or cv_varsel() run — print.vselsummary • projpred

This is the print() method for summary objects created by summary.vsel(). It displays a summary of the results from a varsel() or cv_varsel() run.

# S3 method for vselsummary
print(x, digits = getOption("projpred.digits", 2), ...)

Arguments

x: An object of class vselsummary.
digits: Passed to print.data.frame() (for the table containing the submodel performance evaluation results) and print.default() (for the vector containing the reference model performance evaluation results).
...: Arguments passed to print.data.frame() (for the table containing the submodel performance evaluation results) and print.default() (for the vector containing the reference model performance evaluation results).

Value

The output of summary.vsel() (invisible).

Details

In the submodel predictive performance table printed at (or towards) the bottom, column ranking_fulldata contains the full-data predictor ranking and column cv_proportions_diag contains the main diagonal of the matrix returned by cv_proportions() (with cumulate as set in the summary.vsel() call that created x). To retrieve the fold-wise predictor rankings, use the ranking() function, possibly followed by cv_proportions() for computing the ranking proportions (which can be visualized by plot.cv_proportions()).