I'm doing lasso and ridge regression in R with the package chemometrics. With
ridgeCV it is easy to extract the SEP and MSEP values by
model.ridge$SEP. But how can I do this with
model.lasso$SEP works, but there is no RMSE or MSE entry in the list. However the function provides a plot with MSEP and SEP in the legend. Therefore it must be possible to extract both values! But how?
- SEP = standard error of the predictions;
- MSEP = mean squared error of the predictions;
- RMSEP = root mean square error of the predictions = root(MSEP)