spareg (version 1.1.1)

coef.spar.cv: Coef Method for 'spar.cv' Object

Description

Extract coefficients from 'spar.cv' object

Usage

# S3 method for spar.cv
coef(
  object,
  nummod = NULL,
  nu = NULL,
  opt_par = c("best", "1se"),
  aggregate = c("mean", "median", "none"),
  ...
)

Value

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.cv function of class 'spar.cv'.

nummod

optional number of models used to form coefficients

nu

optional threshold level used to form coefficients

opt_par

one of c("1se","best"), chooses whether to select the best pair of nus and nummods according to cross-validated (CV) measure, or the sparsest solution within one sd of that optimal CV measure; ignored when nummod and nu are given

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

Examples

# \donttest{
example_data <- simulate_spareg_data(n = 100, p = 400, ntest = 100)
spar_res <- spar.cv(example_data$x, example_data$y, nfolds = 3L,
  nummods = c(5, 10))
coef(spar_res)
# }