Stores the result of a call to penalized.
penalized:Object of class "vector". Regression coefficients for the penalized covariates.
unpenalized:Object of class "vector". Regression coefficients for the unpenalized covariates.
residuals:Object of class "vector". Unstandardized residuals for each subject in the fitted model. Martingale residuals are given for the cox model.
fitted:Object of class "vector". Fitted values (means) for each subject in the fitted model. In the cox model, this slot holds the relative risks.
lin.pred:Object of class "vector". Linear predictors for each subject in the fitted model.
loglik:Object of class "numeric". Log likelihood of the fitted model. For the Cox model, reports the full likelihood rather than the partial likelihood.
penalty:Object of class "vector". L1 and L2 penalties of the fitted model.
iterations:Object of class "numeric". Number of iterations used in the fitting process.
converged:Object of class "logical". Whether the fitting process was judged to be converged.
model:Object of class "character". The name of the generalized linear model used.
lambda1:Object of class "vector". The lambda1 parameter(s) used.
lambda2:Object of class "vector". The lambda2 parameter(s) used.
nuisance:Object of class "list". The maximum likelihood estimates of any nuisance parameters in the model.
weights:Object of class "vector". The weights of the covariates used for standardization.
formula:Object of class "list". A named list containing the unpenalized and penalized formula objects, if present.
(penfit): Returns the baseline hazard (a data.frame) if a cox model was fitted, NULL otherwise. An additional argument center (default (TRUE) can be used to give the survival curve at the covariate mean (center = TRUE) rather than at zero.
(penfit): Returns the baseline survival curve (a breslow object) if a cox model was fitted, NULL otherwise. An additional argument center (default (TRUE) can be used to give the survival curve at the covariate mean (center = TRUE) rather than at zero.
(penfit): Returns the regression coefficients. Accepts a second argument "which", that takes values "nonzero" (the default), "all", "penalized" or "unpenalized" for extracting only the non-zero, the penalized or the unpenalized regression coefficients. A third argument "standardize" (default FALSE) can be used to let the method return the regression coefficients for the standardized covariates.
(penfit): synonym for coef above.
(penfit): Returns the fitted values for each subject (i.e. the predicted means). In the Cox model, this method returns the relative risks for each individual.
(penfit): synonym for fitted above.
(penfit): Returns the linear predictors for each subject.
(penfit): Returns the log likelihood of the fitted model.
(penfit): Returns the L1 and L2 penalties of the fitted model.
(penfit): Returns the residuals.
(penfit): Summarizes the fitted model.
(penfit): Returns the weights used for standardization.
(penfit): Calculates predictions for new subjects. See predict.