Get the indices of non-zero variables from msaenet model objects.
msaenet.nzv(object)
Indices vector of non-zero variables in the model.
An object of class msaenet
produced
by aenet
, amnet
, asnet
,
msaenet
, msamnet
, or msasnet
.
Nan Xiao <https://nanx.me>
dat <- msaenet.sim.gaussian(
n = 150, p = 500, rho = 0.6,
coef = rep(1, 5), snr = 2, p.train = 0.7,
seed = 1001
)
msaenet.fit <- msaenet(
dat$x.tr, dat$y.tr,
alphas = seq(0.2, 0.8, 0.2),
nsteps = 3L, seed = 1003
)
msaenet.nzv(msaenet.fit)
# coefficients of non-zero variables
coef(msaenet.fit)[msaenet.nzv(msaenet.fit)]
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