R/coef.alspath.R

In SALES: The (Adaptive) Elastic Net and Lasso Penalized Sparse Asymmetric Least Squares (SALES) and Coupled Sparse Asymmetric Least Squares (COSALES) using Coordinate Descent and Proximal Gradient Algorithms

#' @importFrom methods rbind2
#' @export
coef.alspath <- function(object, s = NULL, type = c("coefficients", "nonzero"),
                         ...) {
  type <- match.arg(type)
  b0 <- t(as.matrix(object$b0))
  rownames(b0) <- "(Intercept)"
  nbeta <- rbind2(b0, object$beta)
  if (!is.null(s)) {
    vnames <- dimnames(nbeta)[[1]]
    dimnames(nbeta) <- list(NULL, NULL)
    lambda <- object$lambda
    lamlist <- lambda.interp(lambda, s)
    nbeta <- nbeta[,lamlist$left,drop=FALSE]%*%Diagonal(x=lamlist$frac) +
      nbeta[,lamlist$right,drop=FALSE]%*%Diagonal(x=1-lamlist$frac)
    dimnames(nbeta) <- list(vnames, paste(seq(along = s)))
  }
  if (type == "coefficients") return(nbeta)
  if (type == "nonzero") # return locations of nonzero coef. for each lambda
    return(nonzero(nbeta[-1, , drop = FALSE], bystep = TRUE))
}