coef.spar.cv: coef.spar.cv

In spareg: Sparse Projected Averaged Regression

coef.spar.cv

Description

Extract coefficients from 'spar.cv' object

Usage

## S3 method for class 'spar.cv'
coef(
  object,
  nummod = NULL,
  nu = NULL,
  opt_par = c("best", "1se"),
  aggregate = c("mean", "median", "none"),
  ...
)

Arguments

object	result of spar.cv function of class 'spar.cv'.
nummod	optional number of models used to form coefficients
nu	optional threshold level used to form coefficients
opt_par	one of c("1se","best"), chooses whether to select the best pair of nus and nummods according to cross-validated (CV) measure, or the sparsest solution within one sd of that optimal CV measure; ignored when nummod and nu are given
aggregate	character one of c("mean", "median", "none"). If set to "none" the coefficients are not aggregated over the marginal models, otherwise the coefficients are aggregated using the specified method (mean or median). Defaults to mean aggregation.
...	further arguments passed to or from other methods

Value

List with elements

• intercept intercept value

• beta vector of length p of averaged coefficients

• nummod number of models based on which the coefficient is computed

• nu threshold based on which the coefficient is computed

spareg documentation built on Aug. 8, 2025, 6:46 p.m.