pre (version 0.7.2)

coef.gpe: Coefficients for a General Prediction Ensemble (gpe)

Description

coef function for gpe

Usage

# S3 method for gpe
coef(object, penalty.par.val = "lambda.1se", ...)

Arguments

object

object of class pre

penalty.par.val

character or numeric. Value of the penalty parameter \(\lambda\) to be employed for selecting the final ensemble. The default "lambda.min" employs the \(\lambda\) value within 1 standard error of the minimum cross-validated error. Alternatively, "lambda.min" may be specified, to employ the \(\lambda\) value with minimum cross-validated error, or a numeric value \(>0\) may be specified, with higher values yielding a sparser ensemble. To evaluate the trade-off between accuracy and sparsity of the final ensemble, inspect pre_object$glmnet.fit and plot(pre_object$glmnet.fit).

...

additional arguments to be passed to coef.cv.glmnet.

See Also

coef.pre