coef.bess.one: Provides estimated coefficients from a fitted "bess.one"...

In BeSS: Best Subset Selection in Linear, Logistic and CoxPH Models

Description

Similar to other prediction methods, this function provides estimated coefficients from a fitted "bess.one" object.

Usage

    ## S3 method for class 'bess.one'
coef(object, sparse = TRUE , ...)

Arguments

object	A "bess.one" project.
sparse	Logical or NULL, specifying whether the coefficients should be presented as sparse matrix or not.
...	Other arguments.

Author(s)

Canhong Wen, Aijun Zhang, Shijie Quan, and Xueqin Wang.

References

Wen, C., Zhang, A., Quan, S. and Wang, X. (2020). BeSS: An R Package for Best Subset Selection in Linear, Logistic and Cox Proportional Hazards Models, Journal of Statistical Software, Vol. 94(4). doi:10.18637/jss.v094.i04.

See Also

bess, bess.one

Examples

data <- gen.data(500, 20, family = "gaussian", 10, 0.2, 1)
fit <- bess.one(data$x, data$y, s = 10, family = "gaussian")
coef(fit, sparse=TRUE)  # The estimated coefficients

BeSS documentation built on April 22, 2021, 9:08 a.m.