residuals.grpreg: Extract residuals from a grpreg or grpsurv fit
Description
Currently, only deviance residuals are supported.
Usage
# S3 method for grpreg
residuals(object, lambda, which = 1:length(object$lambda), drop = TRUE, ...)
Arguments
object
Object of class grpreg or grpsurv.
lambda
Values of the regularization parameter at which residuals are requested (numeric vector). For values of lambda not in the sequence of fitted models, linear interpolation is used.
which
Index of the penalty parameter at which residuals are requested (default = all indices). If lambda is specified, this take precedence over which.
drop
By default, if a single value of lambda is supplied, a vector of residuals is returned (logical; default=TRUE). Set drop=FALSE if you wish to have the function always return a matrix (see drop()).
data(Birthwt)
X <- Birthwt$X
y <- Birthwt$bwt
group <- Birthwt$group
fit <- grpreg(X, y, group, returnX=TRUE)
residuals(fit)[1:5, 1:5]
head(residuals(fit, lambda=0.1))