coef.rq.pen.seq.cv: Returns coefficients from a rq.pen.seq.cv object.

In bssherwood/rqpen: Penalized Quantile Regression

Returns coefficients from a rq.pen.seq.cv object.

Description

Returns coefficients from a rq.pen.seq.cv object.

Usage

## S3 method for class 'rq.pen.seq.cv'
coef(
  object,
  septau = ifelse(object$fit$penalty != "gq", TRUE, FALSE),
  cvmin = TRUE,
  useDefaults = TRUE,
  tau = NULL,
  ...
)

Arguments

object	An rq.pen.seq.cv object.
septau	Whether tuning parameter should be optimized separately for each quantile.
cvmin	If TRUE then minimum error is used, if FALSE then one standard error rule is used.
useDefaults	Whether the default results are used. Set to FALSE if you you want to specify specific models and lambda values.
tau	Quantiles of interest.
...	Additional parameters sent to coef.rq.pen.seq()

Value

Returns coefficients

Author(s)

Ben Sherwood, [e-mail]

Examples

 ## Not run: 
 set.seed(1)
 x <- matrix(rnorm(800),nrow=100)
 y <- 1 + x[,1] - 3*x[,5] + rnorm(100)
 lassoModels <- rq.pen.cv(x,y,tau=seq(.1,.9,.1))
 coefficients(lassoModels,septau=FALSE)
 coefficients(lassoModels,cvmin=FALSE)

## End(Not run)

bssherwood/rqpen documentation built on April 23, 2024, 9:50 a.m.