coef.sgp {SGPR}

Coefficients from an SGP model

Description

A function that extracts the estimated coefficients from an SGP object.

Usage

## S3 method for class 'sgp'
coef(object, lambda, index = 1:length(object$lambda), drop = TRUE, ...)

Arguments

object

A object that was generated with sgp.

lambda

The value of lambda at which the coefficients are to be extracted.

index

The index that indicates the lambda at which the coefficients are to be extracted (alternative to specifying 'lambda').

drop

A Boolean value that specifies whether empty dimensions should be removed.

...

Other parameters of underlying basic functions.

Value

A vector or matrix with the estimated coefficients.

Examples

n <- 100
p <- 12
nr <- 4
g <- paste0("Group ",ceiling(1:p / nr))
X <- matrix(rnorm(n * p), n, p)
b <- c(-3:3)
y_lin <- X[, 1:length(b)] %*% b + 5 * rnorm(n)
y_log <- rbinom(n, 1, exp(y_lin) / (1 + exp(y_lin)))

lin_fit <- sgp(X, y_lin, g, type = "linear")
coef(lin_fit, index = 5:7)

log_fit <- sgp(X, y_log, g, type = "logit")
coef(log_fit, index = 5:7)