penfit object {penalized} | R Documentation |
Penalized regression object
Description
Stores the result of a call to penalized
.
Slots
penalized
:- Object of class "vector". Regression coefficients for the penalized covariates.
unpenalized
:- Object of class "vector". Regression coefficients for the unpenalized covariates.
residuals
:- Object of class "vector". Unstandardized residuals for each subject in the fitted model. Martingale residuals are given for the cox model.
fitted
:- Object of class "vector". Fitted values (means) for each subject in the fitted model. In the cox model, this slot holds the relative risks.
lin.pred
:- Object of class "vector". Linear predictors for each subject in the fitted model.
loglik
:- Object of class "numeric". Log likelihood of the fitted model.
penalty
:- Object of class "vector". L1 and L2 penalties of the fitted model.
iterations
:- Object of class "numeric". Number of iterations used in the fitting process.
converged
:- Object of class "logical". Whether the fitting process was judged to be converged.
model
:- Object of class "character". The name of the generalized linear model used.
lambda1
:- Object of class "vector". The lambda1 parameter(s) used.
lambda2
:- Object of class "vector". The lambda2 parameter(s) used.
nuisance
:- Object of class "list". The maximum likelihood estimates of any nuisance parameters in the model.
weights
:- Object of class "vector". The weights of the covariates used for standardization.
Methods
- basehaz
- (penfit): Returns the baseline hazard (a
data.frame
) if a cox model was fitted, NULL
otherwise. An additional argument center
(default (TRUE
) can be used to give the survival curve at the covariate mean (center = TRUE
) rather than at zero.
- basesurv
- (penfit): Returns the baseline survival curve (a
breslow
object) if a cox model was fitted, NULL
otherwise. An additional argument center
(default (TRUE
) can be used to give the survival curve at the covariate mean (center = TRUE
) rather than at zero.
- coef
- (penfit): Returns the regression coefficients. Accepts a second argument "which", that takes values "nonzero" (the default), "all", "penalized" or "unpenalized" for extracting only the non-zero, the penalized or the unpenalized regression coefficients. A third argument "standardize" (default FALSE) can be used to let the method return the regression coefficients for the standardized covariates.
- coefficients
- (penfit): alias for
coef
above.
- fitted.values
- (penfit): Returns the fitted values for each subject (i.e. the predicted means). In the Cox model, this method returns the relative risks for each individual.
- linear.predictors
- (penfit): Returns the linear predictors for each subject.
- loglik
- (penfit): Returns the log likelihood of the fitted model.
- penalty
- (penfit): Returns the L1 and L2 penalties of the fitted model.
- residuals
- (penfit): Returns the residuals.
- show
- (penfit): Summarizes the fitted model.
- weights
- (penfit): Returns the weights used for standardization.
Author(s)
Jelle Goeman: j.j.goeman@lumc.nl
See Also
penalized
.
[Package
penalized version 0.9-23
Index]