bestInClass() finds the best performing estimator within each class of estimator passed to cvCovEst() and finds the associated hyper-parameters if applicable.

bestInClass(dat, worst = FALSE)

Arguments

dat

The tibble of cross-validated risks which is output by cvCovEst().

worst

This facilitates the option to choose the worst performing estimator in each class. Default is FALSE.

Value

tibble with rows corresponding to estimator classes and columns for hyperparameter values and cross-validated risk for the best estimator in that class.