rbridge (version 1.0)

coef.bridge: Extract coefficients from a 'bridge' object

Description

Extract coefficients from a 'bridge' object.

Usage

# S3 method for bridge
coef(object, s = c("lambda.1se", "lambda.min"), ...)

Arguments

object

A 'bridge' object.

s

Value(s) of the penalty parameter lambda at which predictions are required.

...

Additional arguments for compatibility.

Value

A vector of coefficients

See Also

predict.bridge

Examples

# NOT RUN {
set.seed(2019) 
beta <- c(3, 1.5, 0, 0, 2, 0, 0, 0)
p <- length(beta)
beta <- matrix(beta, nrow = p, ncol = 1)

n = 100
X = matrix(rnorm(n*p),n,p)
y = X%*%beta + rnorm(n) 

model1 <- bridge(X, y, q = 1)
coef(model1,s='lambda.min')
# }