Extract the fixed-support-size model's information such as the selected predictors, coefficient estimation, and so on.
extract(object, support.size = NULL, ...)
# S3 method for abess
extract(object, support.size = NULL, ...)An "abess" project.
An integer value specifies
the model size fitted at given support.size.
If support.size = NULL, then the model with
the best tuning value would be returned.
Default: support.size = NULL.
Other arguments.
A list object including the following components:
A \(p\)-by-1 matrix of sparse matrix, stored in column format.
The fitted intercept value.
The support.size used in the function.
The support.size-length vector of fitted
coefficients on the support set.
The character vector gives variables in the support set.
The tuning value of the model.
The deviance of the model.
print.abess,
predict.abess,
coef.abess,
extract.abess,
plot.abess,
deviance.abess.