Logical or NULL, specifying whether the coefficients should be presented as sparse matrix or not.
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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.one(data$x, data$y, s = 10, family = "gaussian")
coef(fit, sparse=TRUE) # The estimated coefficients