cv_coef {nestedcv}

Coefficients from outer CV glmnet models

Description

Extracts coefficients from outer CV glmnet models from a nestcv.glmnet fitted object.

Usage

cv_coef(x, level = 1)

Arguments

x

a nestcv.glmnet fitted object

level

For multinomial models only, either an integer specifying which level of outcome is being examined, or the level can be specified as a character value

Value

matrix of coefficients from outer CV glmnet models plus the final glmnet model. Coefficients for variables which are not present in a particular outer CV fold model are set to 0.

See Also

cv_varImp()