coef.sparsegl {sparsegl}

Extract model coefficients from a sparsegl object.

Description

Computes the coefficients at the requested value(s) for lambda from a sparsegl() object.

Usage

## S3 method for class 'sparsegl'
coef(object, s = NULL, ...)

Arguments

object

Fitted sparsegl() object.

s

Value(s) of the penalty parameter lambda at which coefficients are required. Default is the entire sequence.

...

Not used.

Details

s is the new vector of lambda values at which predictions are requested. If s is not in the lambda sequence used for fitting the model, the coef function will use linear interpolation to make predictions. The new values are interpolated using a fraction of coefficients from both left and right lambda indices.

Value

The coefficients at the requested values for lambda.

See Also

sparsegl() and predict.sparsegl().

Examples

n <- 100
p <- 20
X <- matrix(rnorm(n * p), nrow = n)
eps <- rnorm(n)
beta_star <- c(rep(5, 5), c(5, -5, 2, 0, 0), rep(-5, 5), rep(0, (p - 15)))
y <- X %*% beta_star + eps
groups <- rep(1:(p / 5), each = 5)
fit1 <- sparsegl(X, y, group = groups)
coef(fit1, s = c(0.02, 0.03))