coef.ncpen {ncpen} | R Documentation |
coef.ncpen: extract the coefficients from an ncpen
object
Description
The function returns the coefficients matrix for all lambda values.
Usage
## S3 method for class 'ncpen'
coef(object, ...)
Arguments
object |
(ncpen object) fitted |
... |
other S3 parameters. Not used. |
Value
beta |
The coefficients matrix or list for |
Author(s)
Dongshin Kim, Sunghoon Kwon, Sangin Lee
References
Lee, S., Kwon, S. and Kim, Y. (2016). A modified local quadratic approximation algorithm for penalized optimization problems. Computational Statistics and Data Analysis, 94, 275-286.
See Also
Examples
### linear regression with scad penalty
sam = sam.gen.ncpen(n=200,p=20,q=5,cf.min=0.5,cf.max=1,corr=0.5)
x.mat = sam$x.mat; y.vec = sam$y.vec
fit = ncpen(y.vec=y.vec,x.mat=x.mat)
coef(fit)
### multinomial regression with classo penalty
sam = sam.gen.ncpen(n=200,p=20,q=5,k=3,cf.min=0.5,cf.max=1,corr=0.5,family="multinomial")
x.mat = sam$x.mat; y.vec = sam$y.vec
fit = ncpen(y.vec=y.vec,x.mat=x.mat,family="multinomial",penalty="classo")
coef(fit)
[Package ncpen version 1.0.0 Index]