coef.dynpan_lars: time.table LASSO coefficients

In rossklin/dynpan: Dynamics estimation for multiple time series

Description

Matrix of parameter estimates from LASSO fit

Usage

## S3 method for class 'dynpan_lars'
coef(dp, ids = NULL, lambda = NULL, fraction = NULL,
  include.intercept = FALSE)

Arguments

dp	result of time_table_lars call
ids	named list containing which models to get coefficients for, should map output.col names from dp to list of model numbers for that column
lambda	(exact/absolute) shrinkage values for which to extract coefficients, should map output.col names from dp to values
fraction	fractions of minimal shrinkage at which to extract coefficients, should map output.col names from dp to values
include.intercept	whether to include the intercept parameter (defaults to FALSE for legacy reasons)

Details

If none of ids, lamda, or fraction are specified the fits corresponding to lambda values at which the set of active terms changes are returned.

rossklin/dynpan documentation built on May 27, 2019, 11:39 p.m.