coef.cornet {cornet} | R Documentation |
Extract estimated coefficients
Description
Extracts estimated coefficients from linear and logistic regression, under the penalty parameter that minimises the cross-validated loss.
Usage
## S3 method for class 'cornet'
coef(object, ...)
Arguments
object |
cornet object |
... |
further arguments (not applicable) |
Value
This function returns a matrix with n
rows and two columns,
where n
is the sample size. It includes the estimated coefficients
from linear regression (1st column: "beta"
)
and logistic regression (2nd column: "gamma"
).
Examples
n <- 100; p <- 200
y <- rnorm(n)
X <- matrix(rnorm(n*p),nrow=n,ncol=p)
net <- cornet(y=y,cutoff=0,X=X)
coef(net)
[Package cornet version 0.0.9 Index]