coef.lsgl: Nonzero Coefficients

In lsgl: Linear Multiple Output Sparse Group Lasso

Description

This function returns the nonzero coefficients (that is the nonzero entries of the beta matrices)

Usage

## S3 method for class 'lsgl'
coef(object, index = 1:nmod(object), ...)

Arguments

object	a lsgl object
index	indices of the models
...	ignored

Value

a list of length length(index) with nonzero coefficients of the models

Author(s)

Martin Vincent

Examples

set.seed(100) # This may be removed, it ensures consistency of the daily tests

## Simulate from Y=XB+E, the dimension of Y is N x K, X is N x p, B is p x K

N <- 100 #number of samples
p <- 50 #number of covariates
K <- 25  #number of groups

B<-matrix(sample(c(rep(1,p*K*0.1),rep(0, p*K-as.integer(p*K*0.1)))),nrow=p,ncol=K)

X<-matrix(rnorm(N*p,1,1),nrow=N,ncol=p)
Y<-X%*%B+matrix(rnorm(N*K,0,1),N,K)

lambda<-lsgl::lambda(X,Y, alpha=1, d = 25, lambda.min=.5, intercept=FALSE)
fit <-lsgl::fit(X,Y, alpha=1, lambda = lambda, intercept=FALSE)

# the nonzero coefficients of the models 1, 2 and 5
coef(fit, index = c(1,2,5))

lsgl documentation built on May 29, 2017, 11:43 a.m.