msaenet.nzv: Get Indices of Non-Zero Variables

In msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions

Description

Get the indices of non-zero variables from msaenet model objects.

Usage

msaenet.nzv(object)

Arguments

object

An object of class msaenet produced by aenet, amnet, asnet, msaenet, msamnet, or msasnet.

Value

Indices vector of non-zero variables in the model.

Author(s)

Nan Xiao <https://nanx.me>

Examples

dat <- msaenet.sim.gaussian(
  n = 150, p = 500, rho = 0.6,
  coef = rep(1, 5), snr = 2, p.train = 0.7,
  seed = 1001
)

msaenet.fit <- msaenet(
  dat$x.tr, dat$y.tr,
  alphas = seq(0.2, 0.8, 0.2),
  nsteps = 3L, seed = 1003
)

msaenet.nzv(msaenet.fit)

# coefficients of non-zero variables
coef(msaenet.fit)[msaenet.nzv(msaenet.fit)]

Example output

 [1]   2   3   4   5  35 114 171 312 379 441 464 500
 [1]  1.5676827  0.7983849  1.2047923  0.9912135  0.1679623 -0.5600420
 [7]  0.6189521 -0.5053576 -0.7342114 -0.3172814 -0.3886030 -0.1883070

msaenet documentation built on May 18, 2019, 1:03 a.m.