Returns coefficients from 'xrnet' model. Note that we currently only support returning coefficient estimates that are in the original path(s).

# S3 method for xrnet
coef(object, p = NULL, pext = NULL, ...)

Arguments

object

A xrnet object

p

vector of penalty values to apply to predictor variables.

pext

vector of penalty values to apply to external data variables.

...

pass other arguments to xrnet function (if needed)

Value

A list with coefficient estimates at each of the requested penalty combinations

beta0

matrix of first-level intercepts indexed by penalty values, NULL if no first-level intercept in original model fit

betas

3-dimensional array of first-level penalized coefficients indexed by penalty values

gammas

3-dimensional array of first-level non-penalized coefficients indexed by penalty values, NULL if unpen NULL in original model fit

alpha0

matrix of second-level intercepts indexed by penalty values, NULL if no second-level intercept in original model fit

alphas

3-dimensional array of second-level external data coefficients indexed by penalty values, NULL if external NULL in original model fit

Examples

data(GaussianExample) fit_xrnet <- xrnet( x = x_linear, y = y_linear, external = ext_linear, family = "gaussian" ) lambda1 <- fit_xrnet$penalty[10] lambda2 <- fit_xrnet$penalty_ext[10] coef_xrnet <- coef( fit_xrnet, p = lambda1, pext = lambda2, )