coef.enetLTS

0th

Percentile

coefficients from the enetLTS object

A numeric vector which extracts model coefficients from object returned by regression model.

Keywords
regression, classification
Usage
# S3 method for enetLTS
coef(object,vers,zeros,...)
Arguments
object

fitted enetLTS model object.

vers

a character string specifying for which fit to make predictions. Possible values are reweighted (the default) for predicting values from the reweighted fit, raw for predicting values from the raw fit.

zeros

a logical indicating whether to keep zero coefficients (TRUE, the default) or to omit them (FALSE).

additional arguments from the enetLTS object if needed.

Value

a numeric vector containing the requested coefficients.

See Also

enetLTS, predict.enetLTS, nonzeroCoef.enetLTS

Aliases
  • coef.enetLTS
Examples
# NOT RUN {
## for gaussian

set.seed(86)
n <- 100; p <- 25                             # number of observations and variables
beta <- rep(0,p); beta[1:6] <- 1              # 10% nonzero coefficients
sigma <- 0.5                                  # controls signal-to-noise ratio
x <- matrix(rnorm(n*p, sigma),nrow=n)
e <- rnorm(n,0,1)                             # error terms
eps <- 0.1                                    # contamination level
m <- ceiling(eps*n)                           # observations to be contaminated
eout <- e; eout[1:m] <- eout[1:m] + 10        # vertical outliers
yout <- c(x %*% beta + sigma * eout)          # response
xout <- x; xout[1:m,] <- xout[1:m,] + 10      # bad leverage points

# }
# NOT RUN {
fit1 <- enetLTS(xout,yout,alphas=0.5,lambdas=0.05,plot=FALSE)
coef(fit1)
coef(fit1,vers="raw")
coef(fit1,vers="reweighted",zeros=FALSE)
# }
# NOT RUN {

## for binomial

eps <-0.05                                     # %10 contamination to only class 0
m <- ceiling(eps*n)
y <- sample(0:1,n,replace=TRUE)
xout <- x
xout[y==0,][1:m,] <- xout[1:m,] + 10;          # class 0
yout <- y                                      # wrong classification for vertical outliers
# }
# NOT RUN {
fit2 <- enetLTS(xout,yout,family="binomial",alphas=0.5,lambdas=0.05,plot=FALSE)
coef(fit2)
coef(fit2,vers="reweighted")
coef(fit2,vers="raw",zeros=FALSE)
# }
Documentation reproduced from package enetLTS, version 0.1.0, License: GPL (>= 3)

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