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Extract Coefficients from a coxkl_enet Object

coef.coxkl_enet.Rd

Extracts the estimated regression coefficients (beta) from a fitted coxkl_enet object. Optionally, one or more lambda values can be supplied. If requested lambda values are not in the fitted sequence, linear interpolation is performed between nearest neighbors; out-of-range requests error.

Usage

# S3 method for class 'coxkl_enet'
coef(object, lambda = NULL, ...)

Arguments

object

An object of class "coxkl_enet", typically the result of coxkl_enet.

lambda

Optional numeric value or vector specifying the regularization parameter(s) for which to extract (or interpolate) coefficients. If NULL, all estimated coefficients are returned.

...

Additional arguments (currently ignored).

Value

A numeric matrix of regression coefficients; each column corresponds to one value of lambda, sorted in descending order.

Examples

data(ExampleData_highdim)

train_dat_highdim <- ExampleData_highdim$train
beta_external_highdim <- ExampleData_highdim$beta_external


enet_model <- coxkl_enet(z = train_dat_highdim$z,
                         delta = train_dat_highdim$status,
                         time = train_dat_highdim$time,
                         beta = beta_external_highdim,
                         eta = 1,
                         alpha = 1.0)
coef(enet_model)[1:5, 1:10]
#>    0.0853     0.0796     0.0742     0.0692     0.0645     0.0602       0.0561
#> Z1      0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000  0.000000000
#> Z2      0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 -0.009001751
#> Z3      0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000  0.000000000
#> Z4      0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 -0.009194676
#> Z5      0 0.01945713 0.03849402 0.05620049 0.07282693 0.08844987  0.101159122
#>         0.0523      0.0488       0.0455
#> Z1  0.00000000  0.00000000  0.000000000
#> Z2 -0.02004127 -0.02981263 -0.038485677
#> Z3  0.00000000  0.00000000  0.005058644
#> Z4 -0.03565942 -0.06036793 -0.083632736
#> Z5  0.11223900  0.12286450  0.132785714