coef.boostrq {boostrq} | R Documentation |
estimated coefficients of boosting regression quantiles
Description
estimated coefficients of boosting regression quantiles
Usage
## S3 method for class 'boostrq'
coef(object, which = NULL, aggregate = "sum", ...)
Arguments
object |
object of class boostrq |
which |
a subset of base-learners |
aggregate |
a character specifying how to aggregate coefficients of single base learners. The default returns the coefficient for the final number of boosting iterations. "cumsum" returns a list with matrices (one per base-learner) with the cumulative coefficients for all iterations. "none" returns a list of matrices where the jth columns of the respective matrix contains coefficients of the base-learner of the jth boosting iteration.v "sum_aggr" ... |
... |
additional arguments passed to callies |
Value
coef extracts the regression coefficients of the fitted boostrq model.
Examples
boosted.rq <-
boostrq(
formula = mpg ~ brq(cyl * hp) + brq(am + wt),
data = mtcars,
mstop = 200,
nu = 0.1,
tau = 0.5
)
coef(boosted.rq, aggregate = "cumsum")
[Package boostrq version 1.0.0 Index]