glmnet_coefs function

glmnet coefficients

Convenience function for retrieving coefficients from a glmnet::cv.glmnet

model at a specified lambda. Sparsity is removed and non-intercept coefficients are ranked by absolute value.

glmnet_coefs(fit, s, ...)

Arguments

• fit: A glmnet::cv.glmnet fitted model object.
• s: Value of lambda. See glmnet::coef.glmnet and glmnet::predict.cv.glmnet
• ...: Other arguments passed to glmnet::coef.glmnet

Returns

Vector or list of coefficients ordered with the intercept first, followed by highest absolute value to lowest.