coef.LarsPath: Compute coefficients

View source: R/LarsPath.R

coef.LarsPathR Documentation

Compute coefficients

Description

Compute coefficients at a given level of penalty

Usage

## S3 method for class 'LarsPath'
coef(object, index = NULL, mode = c("lambda", "step", "fraction", "norm"), ...)

Arguments

object

a LarsParth object

index

If mode ="norm", index represents the l1-norm of the coefficients with which we want to predict. If mode="fraction", index represents the ratio (l1-norm of the coefficients with which we want to predict)/(l1-norm maximal of the LarsPath object). If mode="lambda", index represents the value of the penalty parameter. If mode="step", index represents the step number at which we want coefficients.

mode

"fraction" or "norm" or "lambda" or "step".

...

other arguments. Not used

Value

A vector containing the estimated coefficient for index

Author(s)

Quentin Grimonprez

See Also

HDlars LarsPath

Examples

dataset <- simul(50, 10000, 0.4, 10, 50, matrix(c(0.1, 0.8, 0.02, 0.02), nrow = 2))
result <- HDlars(dataset$data[1:40, ], dataset$response[1:40])
coeff <- coef(result, 0.3, "fraction")

HDPenReg documentation built on March 31, 2023, 9:31 p.m.