residuals.ncvreg: Extract residuals from a ncvreg or ncvsurv fit

In pbreheny/ncvreg: Regularization Paths for SCAD and MCP Penalized Regression Models

Extract residuals from a ncvreg or ncvsurv fit

Description

Currently, only deviance residuals are supported.

Usage

## S3 method for class 'ncvreg'
residuals(object, lambda, which = 1:length(object$lambda), drop = TRUE, ...)

Arguments

object	Object of class ncvreg or ncvsurv.
lambda	Values of the regularization parameter at which residuals are requested (numeric vector). For values of lambda not in the sequence of fitted models, linear interpolation is used.
which	Index of the penalty parameter at which residuals are requested (default = all indices). If lambda is specified, this take precedence over which.
drop	By default, if a single value of lambda is supplied, a vector of residuals is returned (logical; default=TRUE). Set drop=FALSE if you wish to have the function always return a matrix (see drop()).
...	Not used.

Examples

data(Prostate)
X <- Prostate$X
y <- Prostate$y
fit <- ncvreg(X, y)
residuals(fit)[1:5, 1:5]
head(residuals(fit, lambda=0.1))

pbreheny/ncvreg documentation built on April 25, 2024, 5:22 a.m.