get.coef {ProSGPV}

get.coef: Get coefficients at each lambda

Description

Get the coefficients and confidence intervals from regression at each lambda as well as the null bound in SGPVs

Usage

get.coef(xs, ys, lambda, lasso, family)

Arguments

xs

Standardized design matrix

ys

Standardized outcome

lambda

lambda in the lasso

lasso

An glmnet object

family

A description of the error distribution and link function to be used in the model. It can take the value of ⁠\code{gaussian}⁠, ⁠\code{binomial}⁠, ⁠\code{poisson}⁠, and ⁠\code{cox}⁠.

Value

A vector that contains the point estimates, confidence intervals and the null bound