Group Penalized Quantile Regression Coefficients

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Description

Returns coefficients for a cv.rq.pen object with default values being coefficients associated with minimum cross-validation value.

Usage

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## S3 method for class 'cv.rq.group.pen'
coef(object, lambda='min',...)

Arguments

object

cv.rq.group.pen object

lambda

Tuning parameter lambda. Default is to select minimum lambda from cross-validation method. User can also select a specific value of lambda, but it needs to be a lambda that was part of the fit of cv.rq.pen object.

...

Additional arguments, but currently not used.

Value

Coefficients for selected value of lambda.

Author(s)

Ben Sherwood

Examples

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## Not run: 
x <- matrix(rnorm(400),nrow=100)
y <- 1 + x[,1] - 3*x[,3] + rnorm(100)
cv_model <- cv.rq.group.pen(x,y,groups=c(rep(1,2),rep(2,2)))
coefficients(cv_model)

## End(Not run)

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