Extract coefficients from a `cv.sparsegl` object.

This function etracts coefficients from a cross-validated [sparsegl()] model, using the stored `"sparsegl.fit"` object, and the optimal value chosen for `lambda`.

Usage

# S3 method for class 'cv.sparsegl'
coef(object, s = c("lambda.1se", "lambda.min"), ...)

Arguments

object

Fitted [cv.sparsegl()] object.

s

Value(s) of the penalty parameter `lambda` at which coefficients are desired. Default is the single value `s = "lambda.1se"` stored in the CV object (corresponding to the largest value of `lambda` such that CV error estimate is within 1 standard error of the minimum). Alternatively `s = "lambda.min"` can be used (corresponding to the minimum of cross validation error estimate). If `s` is numeric, it is taken as the value(s) of `lambda` to be used.

...

Not used.

Value

The coefficients at the requested value(s) for `lambda`.

See also

[cv.sparsegl()] and [predict.cv.sparsegl()].