Extract sparse component from a fitted "abessrpca" object.
Extract sparse component from a fitted "abessrpca" object.
This function provides estimated coefficients from a fitted "abessrpca" object.
## S3 method for class 'abessrpca'coef(object, support.size =NULL, sparse =TRUE,...)
Arguments
object: An "abessrpca" project.
support.size: An integer vector specifies the sparse matrix fitted at given support.size to be returned. If support.size = NULL, then the sparse matrix with the least tuning value would be returned. Default: support.size = NULL.
sparse: A logical value, specifying whether the coefficients should be presented as sparse matrix or not. Default: sparse = TRUE.
...: Other arguments.
Returns
A list with length(support.size) number of dgCMatrix, each of which is the estimation the sparse component.