R/coef.cpalspath.R

Defines functions coef.cpalspath

Documented in coef.cpalspath

#' @export
coef.cpalspath <- 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)
  t0 <- t(as.matrix(object$t0))
  rownames(t0) <- "(Intercept)"
  ntheta <- rbind2(t0, object$theta)
  if (!is.null(s)) {
    lambda <- object$lambda
    lamlist <- lambda.interp(lambda, s)
    vnames <- dimnames(nbeta)[[1]]
    dimnames(nbeta) <- list(NULL, NULL)
    nbeta <- nbeta[,lamlist$left,drop=FALSE]%*%Diagonal(x=lamlist$frac) +
      nbeta[,lamlist$right,drop=FALSE]%*%Diagonal(x=1-lamlist$frac)
    dimnames(nbeta) <- list(vnames, paste(seq(along = s)))
    vnames <- dimnames(ntheta)[[1]]
    dimnames(ntheta) <- list(NULL, NULL)
    ntheta <- ntheta[,lamlist$left,drop=FALSE]%*%Diagonal(x=lamlist$frac) +
      ntheta[,lamlist$right,drop=FALSE]%*%Diagonal(x=1-lamlist$frac)
    dimnames(ntheta) <- list(vnames, paste(seq(along = s)))
  }
  if (type == "coefficients") return(list(beta = nbeta, theta = ntheta))
  if (type == "nonzero") # return locations of nonzero coef. for each lambda
    return(list(nzbeta = nonzero(nbeta[-1, , drop = FALSE], bystep = TRUE),
                nztheta = nonzero(ntheta[-1, , drop = FALSE], bystep = TRUE)))
}

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SALES documentation built on Aug. 16, 2022, 1:05 a.m.