confint.islasso {islasso} | R Documentation |
confint method for islasso
objects
Description
confint method for islasso
objects
Usage
## S3 method for class 'islasso'
confint(object, parm, level = 0.95,
type.ci = "wald", trace = TRUE, ...)
Arguments
object |
a fitted model object of class "islasso". |
parm |
a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered. |
level |
the confidence level required. |
type.ci |
Only Wald-type confidence intervals are implemented yet! type.ci = "wald" estimates and standard errors are used to build confidence interval |
trace |
if TRUE (default) a bar shows the iterations status. |
... |
additional argument(s) for methods. |
Author(s)
Maintainer: Gianluca Sottile <gianluca.sottile@unipa.it>
See Also
islasso.fit
, summary.islasso
, residuals.islasso
, logLik.islasso
, predict.islasso
and deviance.islasso
methods.
Examples
set.seed(1)
n <- 100
p <- 100
p1 <- 10 #number of nonzero coefficients
coef.veri <- sort(round(c(seq(.5, 3, l=p1/2), seq(-1, -2, l=p1/2)), 2))
sigma <- 1
coef <- c(coef.veri, rep(0, p-p1))
X <- matrix(rnorm(n*p), n, p)
eta <- drop(X%*%coef)
##### gaussian ######
mu <- eta
y <- mu + rnorm(n, 0, sigma)
o <- islasso(y ~ ., data = data.frame(y = y, X),
family = gaussian())
ci <- confint(o, type.ci = "wald", parm = 1:10)
ci
plot(ci)
[Package islasso version 1.5.2 Index]