extract.coef.glmnet

Extract Coefficient Information from Models

# S3 method for glmnet
extract.coef(model, lambda = stats::median(model$lambda),
  ...)

Arguments

model	Model object from which to extract information.
lambda	Value of penalty parameter
...	Further arguments

Value

A data.frame containing the coefficient, the standard error and the variable name.

Details

Gets the coefficient values and variable names from a model. Since glmnet does not have standard errors, those will just be NA.

Examples

if (FALSE) {
library(glmnet)
library(ggplot2)
library(useful)
data(diamonds)
diaX <- build.x(price ~ carat + cut + x - 1, data=diamonds, contrasts = TRUE)
diaY <- build.y(price ~ carat + cut + x - 1, data=diamonds)
modG1 <- glmnet(x=diaX, y=diaY)
extract.coef(modG1)
}