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Extract precision matrices from an ssjgl fit

Source: R/methods.R
coef.ssjgl.Rd

Equivalent to extract_precision.

Usage

# S3 method for class 'ssjgl'
coef(object, v0_index = NULL, ...)

Arguments

object

An object of class ssjgl.

v0_index

Integer index into the v0 ladder. Default NULL uses the last step (most sparse).

...

Additional arguments (ignored).

Value

A list of K precision matrices (p x p).

Examples

sim <- simulate_ssjgl_data(K = 2, p = 10, n = 50, seed = 1)
fit <- ssjgl(sim$data_list, penalty = "fused",
             lambda0 = 1, lambda1 = 0.5, lambda2 = 0.5,
             v0s = 0.01, maxitr.em = 10, impute = FALSE)
theta <- coef(fit)
str(theta)  # list of K precision matrices
#> List of 2
#>  $ : num [1:10, 1:10] 0.939 0.215 0.196 0.103 -0.309 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : chr [1:10] "V1" "V2" "V3" "V4" ...
#>   .. ..$ : chr [1:10] "V1" "V2" "V3" "V4" ...
#>  $ : num [1:10, 1:10] 1.016 0.245 0.285 -0.133 -0.154 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : chr [1:10] "V1" "V2" "V3" "V4" ...
#>   .. ..$ : chr [1:10] "V1" "V2" "V3" "V4" ...