spareg (version 1.1.1)

coef.spar: Coef Method for 'spar' Object

Description

Extracts coefficients from 'spar' bbject

Usage

# S3 method for spar
coef(
  object,
  nummod = NULL,
  nu = NULL,
  aggregate = c("mean", "median", "none"),
  ...
)

Value

object of class 'coefspar' which is a list with elements

• intercept intercept value

• beta vector of length p of averaged coefficients

• nummod number of models based on which the coefficient is computed

• nu threshold based on which the coefficient is computed

Arguments

object

result of spar function of class 'spar'.

nummod

number of models used to form coefficients; value with minimal validation measure is used if not provided.

nu

threshold level used to form coefficients; value with minimal validation measure is used if not provided.

aggregate

character one of c("mean", "median", "none"). If set to "none" the coefficients are not aggregated over the marginal models, otherwise the coefficients are aggregated using the specified method (mean or median). Defaults to mean aggregation.

...

further arguments passed to or from other methods

See Also

print.coefspar, summary.coefspar

Examples

example_data <- simulate_spareg_data(n = 100, p = 400, ntest = 100)
spar_res <- spar(example_data$x, example_data$y, xval = example_data$xtest,
  yval = example_data$ytest, nummods=c(5, 10))
coef(spar_res)
coef(spar_res, aggregate = "median")
coef(spar_res, aggregate = "none")
coef(spar_res, nummod = 5, nu = 0)