coef.bess: Provides estimated coefficients from a fitted "bess" object.
Description
Similar to other prediction methods, this function provides estimated coefficients from a fitted "bess" object.
Usage
# S3 method for bess
coef(object, sparse=TRUE, type = c("ALL", "AIC", "BIC", "EBIC"),...)
Arguments
object
A "bess" project or a "bess.one" project.
sparse
Logical or NULL, specifying whether the coefficients should be presented as sparse matrix or not.
type
Types of coefficients returned. type = "AIC" cooresponds to the coefficient with optimal AIC value; type = "BIC" cooresponds to the coefficient with optimal BIC value; type = "EBIC" cooresponds to the coefficient with optimal EBIC value; type = "ALL" cooresponds to all coefficients in the bess object. Default is ALL.
...
Other arguments.
Author
Canhong Wen, Aijun Zhang, Shijie Quan, and Xueqin Wang.
References
Wen, C., Zhang, A., Quan, S. and Wang, X. (2020). BeSS: An R Package for Best Subset Selection in Linear, Logistic and Cox Proportional Hazards Models, Journal of Statistical Software, Vol. 94(4). doi:10.18637/jss.v094.i04.
data <- gen.data(500, 20, family = "gaussian", 10, 0.2, 1)
fit <- bess(data$x, data$y, family = "gaussian")
coef(fit, sparse=TRUE) # The estimated coefficients