get_model {spareg}R Documentation

Extractor of model from a 'spar' or 'spar.cv' object

Description

Extractor of model from a 'spar' or 'spar.cv' object

Usage

get_model(object, opt_par = c("best", "1se"))

Arguments

object

A fitted 'spar' or 'spar.cv' model

opt_par

One of "best", "1se"

Value

A 'spar' or 'spar.cv' object where the beta and intercept elements are the ones which correspond to the best or the 1se model.

Examples

example_data <- simulate_spareg_data(n = 100, p = 400, ntest = 100)
spar_res <- spar(example_data$x, example_data$y, xval = example_data$xtest,
  yval = example_data$ytest, nummods=c(5, 10, 15, 20, 25, 30))
best_model <- get_model(spar_res, opt_par = "best")

spar_cv <- spar.cv(example_data$x, example_data$y,
  nummods = c(5, 10, 15, 20, 25, 30), nfolds = 4)
best_model_cv <- get_model(spar_cv, opt_par = "best")
onese_model_cv <- get_model(spar_cv, opt_par = "1se")


[Package spareg version 1.1.0 Index]