coef.cv.SplitReg: Extract coefficients from a cv.SplitReg object.

In SplitReg: Split Regularized Regression

Description

Extract coefficients from a cv.SplitReg object.

Usage

## S3 method for class 'cv.SplitReg'
coef(object, index = object$index_opt, ...)

Arguments

object	Fitted cv.SplitReg object.
index	Indices indicating values of lambda_S at which to extract coefficients. Defaults to the optimal value.
...	Additional arguments for compatibility.

Value

A vector of coefficients

See Also

cv.SplitReg

Examples

library(MASS)
set.seed(1)
beta <- c(rep(5, 5), rep(0, 45))
Sigma <- matrix(0.5, 50, 50)
diag(Sigma) <- 1
x <- mvrnorm(50, mu = rep(0, 50), Sigma = Sigma)
y <- x %*% beta + rnorm(50)
fit <- cv.SplitReg(x, y, num_models=2)
split.coefs <- coef(fit)

SplitReg documentation built on March 26, 2020, 7:26 p.m.