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

### 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]