get_selected: Extract selected model terms from a (regularized) model

In fabian-s/stabpath: compute stability selection paths

Description

Extract selected model terms from a (regularized) model

Usage

get_selected(model, ...)

## S3 method for class 'regsubsets'
get_selected(model, ...)

## S3 method for class 'gbm'
get_selected(model, ...)

## S3 method for class 'glmnet'
get_selected(model, ...)

Arguments

model	a fitted model object for which refit and get_selected methods are defined
...	other arguments to pass on to methods

Details

get_selected.gbm also counts variables used (only) for surrogate splits as selected.

Value

a logical matrix that summarizes which covariates (=columns) were in the model in each iteration or for each value of the regularization parameter (=rows). First row is the null model (typically all FALSE).

Methods (by class)

• regsubsets: method for regsubsets

• gbm: method for gbm objects

• glmnet: method for glmnet objects

fabian-s/stabpath documentation built on May 16, 2019, 9:58 a.m.