View source: R/cglasso_S3methods.R
coef | R Documentation |
The accessor function coef
extracts model coefficients from an R object inheriting class ‘cglasso
’.
## S3 method for class 'cglasso' coef(object, type = c("all", "B", "Sigma", "Theta"), lambda.id, rho.id, drop = TRUE, ...)
object |
an R object inheriting class ‘ |
type |
a description of the desired estimates. |
lambda.id |
an optional vector of integers used to specify the lambda-values. |
rho.id |
an optional vector of integers used to specify the rho-values. |
drop |
logical. Dimensions of the required objects can only be dropped if their extent is one. |
... |
further arguments passed to or from other methods. |
Coefficients extracted from ‘object
’ are returned. By default, a named list storing all the estimated parameters is returned.
Luigi Augugliaro (luigi.augugliaro@unipa.it)
Model-fitting functions cglasso
, cggm
and the accessor functions fitted.cglasso
, residuals.cglasso
, predict.cglasso
and impute
.
set.seed(123) # Y ~ N(0, Sigma) and probability of left/right censored values equal to 0.05 n <- 1000L p <- 3L rho <- 0.3 Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j)) Z <- rcggm(n = n, Sigma = Sigma, probl = 0.05, probr = 0.05) out <- cglasso(. ~ ., data = Z) coef(out, type = "Theta", rho.id = 1:4) coef(out, type = "Theta", rho.id = 3, drop = TRUE) # Y ~ N(b0 + XB, Sigma) and probability of left/right censored values equal to 0.05 n <- 1000L p <- 3L q <- 2 b0 <- runif(p) B <- matrix(runif(q * p), nrow = q, ncol = p) X <- matrix(rnorm(n * q), nrow = n, ncol = q) rho <- 0.3 Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j)) Z <- rcggm(n = n, b0 = b0, X = X, B = B, Sigma = Sigma, probl = 0.05, probr = 0.05) out <- cglasso(. ~ ., data = Z) coef(out, type = "B", lambda.id = 3, rho.id = 1:4) coef(out, type = "B", lambda.id = 3, rho.id = 3, drop = TRUE)
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