coef.nc.hdsvm: Extract Model Coefficients from a 'nc.hdsvm' Object

In hdsvm: Fast Algorithm for Support Vector Machine

Extract Model Coefficients from a 'nc.hdsvm' Object

Description

Retrieves the coefficients at specified values of 'lambda' from a fitted 'nc.hdsvm()' model.

Usage

## S3 method for class 'nc.hdsvm'
coef(object, s = NULL, type = c("coefficients", "nonzero"), ...)

Arguments

object	Fitted 'nc.hdsvm()' object.
s	Values of the penalty parameter 'lambda' for which coefficients are requested. Defaults to the entire sequence used during the model fit.
type	Type of prediction required. Type '"coefficients"' computes the coefficients at the requested values for 's'. Type '"nonzero"' returns a list of the indices of the nonzero coefficients for each value of s.
...	Not used.

Details

This function extracts coefficients for specified 'lambda' values from a 'nc.hdsvm()' object. If 's', the vector of 'lambda' values, contains values not originally used in the model fitting, the 'coef' function employs linear interpolation between the closest 'lambda' values from the original sequence to estimate coefficients at the new 'lambda' values.

Value

Returns a matrix or vector of coefficients corresponding to the specified 'lambda' values.

See Also

nc.hdsvm, predict.nc.hdsvm

Examples

set.seed(315)
n <- 100
p <- 400
x1 <- matrix(rnorm(n / 2 * p, -0.25, 0.1), n / 2)
x2 <- matrix(rnorm(n / 2 * p, 0.25, 0.1), n / 2)
x <- rbind(x1, x2)
beta <- 0.1 * rnorm(p)
prob <- plogis(c(x %*% beta))
y <- 2 * rbinom(n, 1, prob) - 1
lam2 <- 0.01
lambda <- 10^(seq(1,-4, length.out = 30)) 
nc.fit <- nc.hdsvm(x = x, y = y, lambda = lambda, lam2 = lam2, pen = "scad")
nc.coefs <- coef(nc.fit, s = nc.fit$lambda[3:5])

hdsvm documentation built on April 12, 2025, 1:27 a.m.