cv_coef function

Coefficients from outer CV glmnet models

Extracts coefficients from outer CV glmnet models from a nestcv.glmnet

fitted object.

cv_coef(x, level = 1)

Arguments

• x: a nestcv.glmnet fitted object
• level: For multinomial models only, either an integer specifying which level of outcome is being examined, or the level can be specified as a character value

Returns

matrix of coefficients from outer CV glmnet models plus the final glmnet model. Coefficients for variables which are not present in a particular outer CV fold model are set to 0.

See Also

cv_varImp()