coef.LarsPath: Compute coefficients

Description Usage Arguments Value Author(s) See Also Examples

Description

Compute coefficients at a given level of penalty

Usage

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## S3 method for class 'LarsPath'
coef(object, index = NULL, mode = c("lambda", "step",
  "fraction", "norm"), ...)

Arguments

object

a LarsParth object

index

If mode ="norm", index represents the l1-norm of the coefficients with which we want to predict. If mode="fraction", index represents the ratio (l1-norm of the coefficientswith which we want to predict)/(l1-norm maximal of the LarsPath object). If mode="lambda", index represents the value of the penalty parameter. If mode="step", index represents the numer of the step at which we want coefficients.

mode

"fraction" or "norm" or "lambda" or "step".

...

other arguments. Not used

Value

A vector containing the estimated coefficient for index

Author(s)

Quentin Grimonprez

See Also

HDlars LarsPath

Examples

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dataset=simul(50,10000,0.4,10,50,matrix(c(0.1,0.8,0.02,0.02),nrow=2))
result=HDlars(dataset$data[1:40,],dataset$response[1:40])
coeff=coef(result,0.3,"fraction")

HDPenReg documentation built on May 2, 2019, 6:09 p.m.