coef.transreg {transreg} | R Documentation |
Extract Coefficients
Description
Extracts coefficients from an object of class [transreg].
Usage
## S3 method for class 'transreg'
coef(object, stack = NULL, ...)
Arguments
object |
object of class 'transreg' |
stack |
character "sta" (standard stacking) or "sim" (simultaneous stacking) |
... |
(not applicable) |
Value
Returns estimated coefficients. The output is a list with two slots: slot 'alpha' with the estimated intercept (scalar), and slot 'beta' with the estimated slopes (vector).
References
Armin Rauschenberger, Zied Landoulsi, Mark A. van de Wiel, and Enrico Glaab (2023). "Penalised regression with multiple sets of prior effects". Bioinformatics 39(12):btad680. doi:10.1093/bioinformatics/btad680. (Click here to access PDF.)
See Also
Methods for objects of class [transreg]
include coef
and predict
.
Examples
#--- simulation ---
set.seed(1)
n <- 100; p <- 500
X <- matrix(rnorm(n=n*p),nrow=n,ncol=p)
beta <- rnorm(p)
prior <- beta + rnorm(p)
y <- X %*% beta
#--- glmnet (without prior effects) ---
object <- glmnet::cv.glmnet(y=y,x=X,alpha=0)
beta_hat <- coef(object,s="lambda.min")[-1]
mean((beta-beta_hat)^2)
#--- transreg (with prior effects) ---
object <- transreg(y=y,X=X,prior=prior,alpha=0)
beta_hat <- coef(object)$beta
mean((beta-beta_hat)^2) # decrease in MSE?
[Package transreg version 1.0.3 Index]