coef {cglasso}

Extract Model Coefficients

Description

The accessor function coef extracts model coefficients from an R object inheriting class ‘cglasso’.

Usage

## S3 method for class 'cglasso'
coef(object, type = c("all", "B", "Sigma", "Theta"), lambda.id, rho.id, 
     drop = TRUE, ...)

Arguments

object

an R object inheriting class ‘cglasso’, that is, the output of the model-fitting functions cglasso and cggm.

type

a description of the desired estimates.

lambda.id

an optional vector of integers used to specify the \lambda-values.

rho.id

an optional vector of integers used to specify the \rho-values.

drop

logical. Dimensions of the required objects can only be dropped if their extent is one.

...

further arguments passed to or from other methods.

Value

Coefficients extracted from ‘object’ are returned. By default, a named list storing all the estimated parameters is returned.

Author(s)

Luigi Augugliaro ([e-mail])

See Also

Model-fitting functions cglasso, cggm and the accessor functions fitted.cglasso, residuals.cglasso, predict.cglasso and impute.

Examples

set.seed(123)
# Y ~ N(0, Sigma) and probability of left/right censored values equal to 0.05
n <- 1000L
p <- 3L
rho <- 0.3
Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j))
Z <- rcggm(n = n, Sigma = Sigma, probl = 0.05, probr = 0.05)
out <- cglasso(. ~ ., data = Z)
coef(out, type = "Theta", rho.id = 1:4)
coef(out, type = "Theta", rho.id = 3, drop = TRUE)

# Y ~ N(b0 + XB, Sigma)  and probability of left/right censored values equal to 0.05
n <- 1000L
p <- 3L
q <- 2
b0 <- runif(p)
B <- matrix(runif(q * p), nrow = q, ncol = p)
X <- matrix(rnorm(n * q), nrow = n, ncol = q)
rho <- 0.3
Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j))
Z <- rcggm(n = n, b0 = b0, X = X, B = B, Sigma = Sigma, probl = 0.05, probr = 0.05)
out <- cglasso(. ~ ., data = Z)
coef(out, type = "B", lambda.id = 3, rho.id = 1:4)
coef(out, type = "B", lambda.id = 3, rho.id = 3, drop = TRUE)