Summary of the PDB lambda selector.

Prints a formatted summary of the Pivotal Detection Boundary selector used by pic() to choose \(\hat\lambda\): method, nominal level, Monte Carlo size, selected \(\hat\lambda\), and a compact view of the null distribution when Monte Carlo was run. For models fitted with method = "analytical" or with a user-supplied lambda, only the selector metadata is shown.

Usage

pdb_summary(model, digits = 4L)

Arguments

model

A fitted pic object.

digits

Number of significant digits used in the distribution table.

Value

Invisibly returns NULL. Called for its side effect (printing).

Examples

data(QuickStartExample)
fit <- pic(QuickStartExample$X, QuickStartExample$y,
           family = "gaussian", penalty = "lasso")
pdb_summary(fit)
#> PDB lambda selector
#> -------------------
#>   method       : mc_exact
#>   alpha        : 0.05
#>   n_simu       : 2,000
#>   lambda_hat   : 0.3117
#> 
#>   Null distribution:
#>    min     q05     q25  median     q75     q95     max  
#> 0.1154  0.1687  0.2018  0.2271  0.2592  0.3117  0.4096  
#> 
#>   mean = 0.2326      sd = 0.0437