coef.extlasso {extlasso}

Extract coefficients from a fitted extlasso object

Description

The function returns the coefficients from a fitted extlasso object

Usage

## S3 method for class 'extlasso'
coef(object,...)

Arguments

object

A ‘extlasso’ object obtained using ‘extlasso’ function.

...

Not used

Value

Estimated coefficients for different lambdas starting from maximum value of lambda to minimum value of lambda

Author(s)

B N Mandal and Jun Ma

References

Mandal, B.N. and Jun Ma, (2014). A Jacobi-Armijo Algorithm for LASSO and its Extensions.

Examples

x=matrix(rnorm(100*30),100,30)
y=sample(c(0,1),100,replace=TRUE)
g1=extlasso(x,y,family="binomial")
coef(g1)
x=matrix(rnorm(100*30),100,30)
y=rnorm(100)
g1=extlasso(x,y,family="normal")
coef(g1)