Get coefficient estimates from "xrnet" model object.

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

Usage

# S3 method for class '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,
)