rbridge (version 1.0)

coef.cv.rbridge: Extract coefficients from a 'cv.rbridge' object

Description

Extract coefficients from a 'cv.rbridge' object.

Usage

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

Arguments

object

A 'cv.rbridge' 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.cv.rbridge

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)

### Restricted Matrix and vector
c1 <- c(1,1,0,0,1,0,0,0)
R1.mat <- matrix(c1,nrow = 1, ncol = p)
r1.vec <- as.matrix(c(6.5),1,1)

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

######## Model 1 based on first restrictions
model1 <- cv.rbridge(X, y, q = 1, R1.mat, r1.vec)
coef(model1,s='lambda.min')
# }