jQuery uses JSON objects to initialize, so I guess this one will as well:\
$("#myBox").select2({ containerCssClass : "error" });
If you want to add/remove a class you can do this after you initialized it
$($("#myBox").select2("container")).addClass("error");
$($("#myBox").select2("container")).removeClass("error");
The above function gets the DOM node of the main container of select2 e.g.: $("#myBox").select2("container")
Important
You will need to use the container method to get the container since you won’t edit the SELECT directly but select2 will generate other HTML to simulate a SELECT which is stylable.