unpack.glmnet: Unpack a 'glmnet' object

In bstewart/stm: Estimation of the Structural Topic Model

Unpack a glmnet object

Description

A function to quickly unpack a glmnet model object and calculate an optimal model from the regularization path.

Usage

unpack.glmnet(mod, ic.k)

Arguments

mod	the glmnet model
ic.k	the information criterion value. AIC is ic.k=2 and BIC would be ic.k=log n

Details

This is a small utility we wrote to deal with the slow methods dispatch for S4 classes. The more straightforward option is the coef() method for glmnet objects but when trying to make thousands of calls a second, that can be very slow

Value

A list

coef	a matrix of coefficients
intercept	the intercepts

bstewart/stm documentation built on Jan. 3, 2024, 6:58 p.m.