coef.logit

Extract estimated coefficient vectors from selected points on the regularization path.

Fast regularization paths for sparse Gaussian, binomial, Poisson,
square-root-lasso, and multinomial models with lasso, smoothly clipped
absolute deviation, or minimax concave penalties. Computation uses
pathwise coordinate optimization, active-set updates, warm starts,
screening rules, Proximal Newton iterations, quadratic majorization, and
adaptive local linear approximation where appropriate. Core solvers are
implemented in C++, and coefficient paths are returned as
Matrix-compatible objects.

Tuo Zhao

picasso

Sparse Learning with Convex and Concave Penalties

Jason Ge

Xingguo Li

Haoming Jiang

Mengdi Wang

Tong Zhang

Han Liu

Gael Guennebaud

Benoit Jacob

Eigen Library Authors

coef.logit function

<dl> <dt>object</dt>
<dd>An object with S3 class <code>"logit"</code>.</dd> <dt>lambda.idx</dt>
<dd>Indices of regularization parameters in the solution path to extract.
 By default, at most the first three fitted path points are used.</dd> <dt>beta.idx</dt>
<dd>Indices of coefficient entries to extract. By default, at most the first
 three coefficients are used.</dd> <dt>...</dt>
<dd>Arguments to be passed to methods.</dd></dl>

Arguments

Jason Ge, Xingguo Li, Haoming Jiang, Mengdi Wang, Tong Zhang, Han Liu and Tuo Zhao 
Maintainer: Tuo Zhao &lt;tourzhao@gatech.edu&gt;

Author

Extract Coefficients from an Object with S3 Class "logit" — coef.logit

<dl>

 <dt>object</dt>
<dd>An object with S3 class <code>"logit"</code>.</dd>

 <dt>lambda.idx</dt>
<dd>Indices of regularization parameters in the solution path to extract.
 By default, at most the first three fitted path points are used.</dd>

 <dt>beta.idx</dt>
<dd>Indices of coefficient entries to extract. By default, at most the first
 three coefficients are used.</dd>

 <dt>...</dt>
<dd>Arguments to be passed to methods.</dd>

</dl>

Jason Ge, Xingguo Li, Haoming Jiang, Mengdi Wang, Tong Zhang, Han Liu and Tuo Zhao 
Maintainer: Tuo Zhao &lt;tourzhao@gatech.edu&gt;

coef.logit: Extract Coefficients from an Object with S3 Class `"logit"`

Description

Usage

Value

Arguments

Author

See Also