coef.CPGLIB {CPGLIB} R Documentation

Coefficients for CPGLIB Object

Description

coef.CPGLIB returns the coefficients for a CPGLIB object.

Usage

## S3 method for class 'CPGLIB'
coef(object, groups = NULL, ensemble_average = FALSE, ...)


Arguments

 object An object of class CPGLIB. groups The groups in the ensemble for the coefficients. Default is all of the groups in the ensemble. ensemble_average Option to return the average of the coefficients over all the groups in the ensemble. Default is FALSE. ... Additional arguments for compatibility.

Value

The coefficients for the CPGLIB object.

Author(s)

Anthony-Alexander Christidis, anthony.christidis@stat.ubc.ca

cpg

Examples


# Data simulation
set.seed(1)
n <- 50
N <- 2000
p <- 300
beta.active <- c(abs(runif(p, 0, 1/2))*(-1)^rbinom(p, 1, 0.3))
# Parameters
p.active <- 150
beta <- c(beta.active[1:p.active], rep(0, p-p.active))
Sigma <- matrix(0, p, p)
Sigma[1:p.active, 1:p.active] <- 0.5
diag(Sigma) <- 1

# Train data
x.train <- mvnfast::rmvn(n, mu = rep(0, p), sigma = Sigma)
prob.train <- exp(x.train %*% beta)/
(1+exp(x.train %*% beta))
y.train <- rbinom(n, 1, prob.train)
# Test data
x.test <- mvnfast::rmvn(N, mu = rep(0, p), sigma = Sigma)
prob.test <- exp(x.test %*% beta)/
(1+exp(x.test %*% beta))
y.test <- rbinom(N, 1, prob.test)

# CPGLIB - Multiple Groups
cpg.out <- cpg(x.train, y.train,
glm_type="Logistic",
G=5, include_intercept=TRUE,
alpha_s=3/4, alpha_d=1,
lambda_sparsity=0.01, lambda_diversity=1,
tolerance=1e-5, max_iter=1e5)

# Coefficients for each group
cpg.coef <- coef(cpg.out, ensemble_average = FALSE)



[Package CPGLIB version 1.1.1 Index]