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, ...)
object | A |
---|---|
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) |
A list with coefficient estimates at each of the requested penalty combinations
matrix of first-level intercepts indexed by penalty values, NULL if no first-level intercept in original model fit
3-dimensional array of first-level penalized coefficients indexed by penalty values
3-dimensional array of first-level non-penalized coefficients indexed by penalty values, NULL if unpen NULL in original model fit
matrix of second-level intercepts indexed by penalty values, NULL if no second-level intercept in original model fit
3-dimensional array of second-level external data coefficients indexed by penalty values, NULL if external NULL in original model fit