coef.rbridge: Extract coefficients from a 'rbridge' object

In rbridge: Restricted Bridge Estimation

Description

Makes predictions from a cross-validated 'rbridge' model

Usage

## S3 method for class 'rbridge'
coef(object, s = c("lambda.1se", "lambda.min"), ...)

Arguments

object	A 'rbridge' object.
s	Value(s) of the penalty parameter lambda at which predictions are required.
...	Additional arguments for compatibility.

Value

Among a matrix with predictions, a vector non-zero indexing or a vector of coefficients

Author(s)

Bahadir Yuzbasi, Mohammad Arashi and Fikri Akdeniz
Maintainer: Bahadir Yuzbasi [e-mail]

See Also

predict.rbridge

Examples

set.seed(2019) 
beta <- c(3, 1.5, 0, 0, 2, 0, 0, 0)
p <- length(beta)
beta <- matrix(beta, nrow = p, ncol = 1)

### Restricted Matrix and vector
c1 <- c(1,1,0,0,1,0,0,0)
R1.mat <- matrix(c1,nrow = 1, ncol = p)
r1.vec <- as.matrix(c(6.5),1,1)

n = 100
X = matrix(rnorm(n*p),n,p)
y = X%*%beta + rnorm(n) 

######## Model 1 based on first restrictions
model1 <- rbridge(X, y, q = 1, R1.mat, r1.vec)
coef(model1,s='lambda.min')

rbridge documentation built on Feb. 29, 2020, 5:07 p.m.