coef.sparselink {sparselink}R Documentation

Regression Coefficients

Description

Extracts coefficients from multi-task or transfer learning regression model.

Usage

## S3 method for class 'sparselink'
coef(object, ...)

Arguments

object

object of class "sparselink" (generated by function sparselink)

...

(not applicable)

Value

Returns estimated coefficients. The output is a list with two slots: slot alpha with the estimated intercept (vector of length q), and slot beta with the estimated slopes (matrix with p rows and q columns).

References

Armin Rauschenberger, Petr N. Nazarov, and Enrico Glaab (2025). "Estimating sparse regression models in multi-task learning and transfer learning through adaptive penalisation". Under revision. https://hdl.handle.net/10993/63425

See Also

Use sparselink to fit the model and predict to make predictions.

Examples

family <- "gaussian"
type <- "multiple" #  try "multiple" or "transfer"
if(type=="multiple"){
 data <- sim_data_multi(family=family)
} else if(type=="transfer"){
 data <- sim_data_trans(family=family)
}

object <- sparselink(x=data$X_train,y=data$y_train,family=family)
coef <- coef(object=object)


[Package sparselink version 1.0.0 Index]