Extract model coefficients from a `sparsegl` object.

Computes the coefficients at the requested value(s) for `lambda` from a [sparsegl()] object.

Usage

# S3 method for class 'sparsegl'
coef(object, s = NULL, ...)

Arguments

object

Fitted [sparsegl()] object.

s

Value(s) of the penalty parameter `lambda` at which coefficients are required. Default is the entire sequence.

...

Not used.

Value

The coefficients at the requested values for `lambda`.

Details

`s` is the new vector of `lambda` values at which predictions are requested. If `s` is not in the lambda sequence used for fitting the model, the `coef` function will use linear interpolation to make predictions. The new values are interpolated using a fraction of coefficients from both left and right `lambda` indices.

See also

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