coef: Extract Model Coefficients

Description

The accessor function coef extracts model coefficients from an R object inheriting class ‘cglasso’.

Usage

# S3 method for cglasso
coef(object, type = c("all", "B", "Sigma", "Theta"), lambda.id, rho.id, 
     drop = TRUE, …)

Arguments

object

an R object inheriting class ‘cglasso’, that is, the output of the model-fitting functions cglasso and cggm.

type

a description of the desired estimates.

lambda.id

an optional vector of integers used to specify the $λ$ -values.

rho.id

an optional vector of integers used to specify the $ρ$ -values.

drop

logical. Dimensions of the required objects can only be dropped if their extent is one.

…

further arguments passed to or from other methods.

Value

Coefficients extracted from ‘object’ are returned. By default, a named list storing all the estimated parameters is returned.

Examples

Run this code

# NOT RUN {
set.seed(123)
# Y ~ N(0, Sigma) and probability of left/right censored values equal to 0.05
n <- 1000L
p <- 3L
rho <- 0.3
Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j))
Z <- rcggm(n = n, Sigma = Sigma, probl = 0.05, probr = 0.05)
out <- cglasso(Z)
coef(out, type = "Theta", rho.id = 1:4)
coef(out, type = "Theta", rho.id = 3, drop = TRUE)

# Y ~ N(b0 + XB, Sigma)  and probability of left/right censored values equal to 0.05
n <- 1000L
p <- 3L
q <- 2
b0 <- runif(p)
B <- matrix(runif(q * p), nrow = q, ncol = p)
X <- matrix(rnorm(n * q), nrow = n, ncol = q)
rho <- 0.3
Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j))
Z <- rcggm(n = n, b0 = b0, X = X, B = B, Sigma = Sigma, probl = 0.05, probr = 0.05)
out <- cglasso(Z)
coef(out, type = "B", lambda.id = 3, rho.id = 1:4)
coef(out, type = "B", lambda.id = 3, rho.id = 3, drop = TRUE)
# }

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