coef.ncpen: coef.ncpen: extract the coefficients from an 'ncpen' object

In ncpen: Unified Algorithm for Non-convex Penalized Estimation for Generalized Linear Models

Description

The function returns the coefficients matrix for all lambda values.

Usage

## S3 method for class 'ncpen'
coef(object, ...)

Arguments

object	(ncpen object) fitted ncpen object.
...	other S3 parameters. Not used.

Value

beta	The coefficients matrix or list for multinomial.

Author(s)

Dongshin Kim, Sunghoon Kwon, Sangin Lee

References

Lee, S., Kwon, S. and Kim, Y. (2016). A modified local quadratic approximation algorithm for penalized optimization problems. Computational Statistics and Data Analysis, 94, 275-286.

See Also

ncpen

Examples

### linear regression with scad penalty
sam =  sam.gen.ncpen(n=200,p=20,q=5,cf.min=0.5,cf.max=1,corr=0.5)
x.mat = sam$x.mat; y.vec = sam$y.vec
fit = ncpen(y.vec=y.vec,x.mat=x.mat)
coef(fit)
### multinomial regression with classo penalty
sam =  sam.gen.ncpen(n=200,p=20,q=5,k=3,cf.min=0.5,cf.max=1,corr=0.5,family="multinomial")
x.mat = sam$x.mat; y.vec = sam$y.vec
fit = ncpen(y.vec=y.vec,x.mat=x.mat,family="multinomial",penalty="classo")
coef(fit)

ncpen documentation built on May 1, 2019, 9:21 p.m.