View source: R/confint_and_auxiliary.R
confint.islasso | R Documentation |
islasso
objectsComputes confidence intervals for islasso
objects using a Wald-type approach.
## S3 method for class 'islasso'
confint(object, parm, level = 0.95, type.ci = "wald", trace = TRUE, ...)
object |
A fitted model object of class |
parm |
A specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered. |
level |
The confidence level required. |
type.ci |
Character. Only Wald-type confidence intervals are implemented yet! Set |
trace |
Logical. If |
... |
Additional arguments for methods. |
confint method for islasso objects
Maintainer: Gianluca Sottile <gianluca.sottile@unipa.it>
islasso.fit
, summary.islasso
, residuals.islasso
, logLik.islasso
, predict.islasso
, deviance.islasso
n <- 100; p <- 100; p1 <- 10
beta.veri <- sort(round(c(seq(0.5, 3, length.out = p1 / 2),
seq(-1, -2, length.out = p1 / 2)), 2))
beta <- c(beta.veri, rep(0, p - p1))
sim <- simulXy(n = n, p = p, beta = beta, seed = 1, family = gaussian())
o <- islasso(y ~ ., data = sim$data, family = gaussian())
ci <- confint(o, type.ci = "wald", parm = 1:11)
ci
plot(ci)
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