coefplot (version 1.2.9)

extract.coef.glmnet: extract.coef.glmnet

Description

Extract Coefficient Information from Models

Usage

# S3 method for glmnet
extract.coef(model, lambda = stats::median(model$lambda), ...)

Value

A data.frame containing the coefficient, the standard error and the variable name.

Arguments

model

Model object from which to extract information.

lambda

Value of penalty parameter

...

Further arguments

Author

Jared P. Lander

Details

Gets the coefficient values and variable names from a model. Since glmnet does not have standard errors, those will just be NA.

Examples

if(requireNamespace('glmnet', quietly=TRUE)){
library(glmnet)
library(ggplot2)
library(useful)
library(coefplot)
data(diamonds)
diaX <- build.x(price ~ carat + cut + x - 1, data=diamonds, contrasts = TRUE)
diaY <- build.y(price ~ carat + cut + x - 1, data=diamonds)
modG1 <- glmnet(x=diaX, y=diaY)
extract.coef(modG1)
}