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msaenet (version 3.1.2)

msaenet.nzv: Get Indices of Non-Zero Variables

Description

Get the indices of non-zero variables from msaenet model objects.

Usage

msaenet.nzv(object)

Value

Indices vector of non-zero variables in the model.

Arguments

object

An object of class msaenet produced by aenet, amnet, asnet, msaenet, msamnet, or msasnet.

Author

Nan Xiao <https://nanx.me>

Examples

Run this code
dat <- msaenet.sim.gaussian(
  n = 150, p = 500, rho = 0.6,
  coef = rep(1, 5), snr = 2, p.train = 0.7,
  seed = 1001
)

msaenet.fit <- msaenet(
  dat$x.tr, dat$y.tr,
  alphas = seq(0.2, 0.8, 0.2),
  nsteps = 3L, seed = 1003
)

msaenet.nzv(msaenet.fit)

# coefficients of non-zero variables
coef(msaenet.fit)[msaenet.nzv(msaenet.fit)]

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