BeSS (version 2.0.4)

coef.bess.one: Provides estimated coefficients from a fitted "bess.one" object.

Description

Similar to other prediction methods, this function provides estimated coefficients from a fitted "bess.one" object.

Usage

# S3 method for bess.one
coef(object, sparse = TRUE , ...)

Arguments

object

A "bess.one" project.

sparse

Logical or NULL, specifying whether the coefficients should be presented as sparse matrix or not.

...

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.

See Also

bess, bess.one

Examples

data <- gen.data(500, 20, family = "gaussian", 10, 0.2, 1)
fit <- bess.one(data$x, data$y, s = 10, family = "gaussian")
coef(fit, sparse=TRUE)  # The estimated coefficients