extract.coef.cv.glmnet {coefplot}

extract.coef.cv.glmnet

Description

Extract Coefficient Information from Models

Usage

## S3 method for class 'cv.glmnet'
extract.coef(model, lambda = "lambda.min", ...)

Arguments

model

Model object from which to extract information.

lambda

Value of penalty parameter. Can be either a numeric value or one of "lambda.min" or "lambda.1se"

...

Further arguments

Details

Gets the coefficient values and variable names from a model. Since glmnet does not have standard errors, those will just be NA.

Value

A data.frame containing the coefficient, the standard error and the variable name.

Author(s)

Jared P. Lander

Examples

library(glmnet)
library(ggplot2)
library(useful)
data(diamonds)
diaX <- useful::build.x(price ~ carat + cut + x - 1, data=diamonds, 
 contrasts=FALSE)
diaY <- useful::build.y(price ~ carat + cut + x - 1, data=diamonds)
modG1 <- cv.glmnet(x=diaX, y=diaY, k=5)
extract.coef(modG1)