View source: R/sparsegl-methods.R
coef.sparsegl | R Documentation |
sparsegl
object.Computes the coefficients at the requested value(s) for lambda
from a
sparsegl()
object.
## S3 method for class 'sparsegl'
coef(object, s = NULL, ...)
object |
Fitted |
s |
Value(s) of the penalty parameter |
... |
Not used. |
s
is the new vector of lambda
values at which predictions are requested.
If s
is not in the lambda sequence used for fitting the model, the coef
function will use linear interpolation to make predictions. The new values
are interpolated using a fraction of coefficients from both left and right
lambda
indices.
The coefficients at the requested values for lambda
.
sparsegl()
and predict.sparsegl()
.
n <- 100
p <- 20
X <- matrix(rnorm(n * p), nrow = n)
eps <- rnorm(n)
beta_star <- c(rep(5, 5), c(5, -5, 2, 0, 0), rep(-5, 5), rep(0, (p - 15)))
y <- X %*% beta_star + eps
groups <- rep(1:(p / 5), each = 5)
fit1 <- sparsegl(X, y, group = groups)
coef(fit1, s = c(0.02, 0.03))
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