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 integer value specifies
the model size fitted at given
support.size = NULL, then the model with
the best tuning value would be returned.
support.size = NULL.
list object including the following components:
A \(p\)-by-1 matrix of sparse matrix, stored in column format.
The fitted intercept value.
support.size used in the function.
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.