Get coefficients from a TSLA.fit object.
coef_TSLA(object, ...)A list of coefficients for each combination of \(\lambda\) and \(\alpha\). The first dimension is indexed by the coefficient, the second dimension is indexed by \(\lambda\), and the third dimension is indexed by \(\alpha\).
Intercept.
Coefficients for unpenalized features.
Node coefficients. Also see details in getetmat().
Regression coefficients. Each coefficient is multiplied by
\((-1)^{r-1}\), where r is the order of the corresponding interaction term.
Also see details in getetmat().
Regression coefficients \(\beta\).
This is the common regression coefficient vector.
It corresponds to x.expand.adj and
A.adj.
A fit output from TSLA.fit().
Other parameters.