gcdnet (version 1.0.5)

coef.gcdnet: get coefficients or make coefficient predictions from an "gcdnet" object.

Description

Computes the coefficients or returns a list of the indices of the nonzero coefficients at the requested values for lambda from a fitted gcdnet object.

Usage

# S3 method for gcdnet
coef(object, s = NULL,
type=c("coefficients","nonzero"), ...)

Value

The object returned depends on type.

Arguments

object

fitted gcdnet model object.

s

value(s) of the penalty parameter lambda at which predictions are required. Default is the entire sequence used to create the model.

type

type "coefficients" computes the coefficients at the requested values for s. Type "nonzero" returns a list of the indices of the nonzero coefficients for each value of s. Default is "coefficients".

...

not used. Other arguments to predict.

Author

Yi Yang, Yuwen Gu and Hui Zou
Maintainer: Yi Yang <[e-mail]>

Details

s is the new vector 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.

References

Yang, Y. and Zou, H. (2012), "An Efficient Algorithm for Computing The HHSVM and Its Generalizations," Journal of Computational and Graphical Statistics, 22, 396-415.
BugReport: https://github.com/emeryyi/fastcox.git

Friedman, J., Hastie, T., and Tibshirani, R. (2010), "Regularization paths for generalized linear models via coordinate descent," Journal of Statistical Software, 33, 1.
http://www.jstatsoft.org/v33/i01/

See Also

predict.gcdnet method

Examples

data(FHT)
fit1=gcdnet(x=FHT$x,y=FHT$y)
coef(fit1,type="coef",s=c(0.1,0.005))
coef(fit1,type="nonzero")