coef.gpe: Coefficients for a General Prediction Ensemble (gpe)

View source: R/gpe_miscs.R

coef.gpeR Documentation

Coefficients for a General Prediction Ensemble (gpe)

Description

coef function for gpe

Usage

## S3 method for class 'gpe'
coef(object, penalty.par.val = "lambda.1se", ...)

Arguments

object

object of class pre

penalty.par.val

character or numeric. Value of the penalty parameter λ to be employed for selecting the final ensemble. The default "lambda.min" employs the λ value within 1 standard error of the minimum cross-validated error. Alternatively, "lambda.min" may be specified, to employ the λ value with minimum cross-validated error, or a numeric value >0 may be specified, with higher values yielding a sparser ensemble. To evaluate the trade-off between accuracy and sparsity of the final ensemble, inspect pre_object$glmnet.fit and plot(pre_object$glmnet.fit).

...

Further arguments to be passed to coef.cv.glmnet.

See Also

coef.pre, gpe


pre documentation built on June 11, 2022, 1:10 a.m.