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Mar 23rd, 2018
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  1. library(datasets)
  2. library(rms)
  3. fit = lrm(Species ~ Sepal.Width, data = iris, x=T, y=T)
  4. pen = pentrace(fit, seq(0,5, by=0.5))
  5. pen$penalty # penalty = 1.3
  6. fit <- update(fit, penalty=pen$penalty)
  7. print(fit) # penalty in model LR test = 0.97
  8. fit$penalty # penalty = 1.3
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