Extract residuals from a ncvreg or ncvsurv fit

Currently, only deviance residuals are supported.

Usage

# S3 method for class 'ncvreg'
residuals(object, lambda, which = 1:length(object$lambda), drop = TRUE, ...)

Arguments

object: Object of class ncvreg or ncvsurv.
lambda: Values of the regularization parameter at which residuals are requested (numeric vector). For values of lambda not in the sequence of fitted models, linear interpolation is used.
which: Index of the penalty parameter at which residuals are requested (default = all indices). If lambda is specified, this take precedence over which.
drop: By default, if a single value of lambda is supplied, a vector of residuals is returned (logical; default=TRUE). Set drop=FALSE if you wish to have the function always return a matrix (see drop()).
...: Not used.

Examples

data(Prostate)
X <- Prostate$X
y <- Prostate$y
fit <- ncvreg(X, y)
residuals(fit)[1:5, 1:5]
#>     0.84343   0.78658   0.73357   0.68413   0.63802
#> 1 -2.909170 -2.768833 -2.637955 -2.515898 -2.402066
#> 2 -2.640906 -2.470432 -2.311447 -2.163178 -2.024901
#> 3 -2.640906 -2.505586 -2.379387 -2.261693 -2.151932
#> 4 -2.640906 -2.455181 -2.281973 -2.120439 -1.969792
#> 5 -2.106823 -2.063294 -2.022698 -1.984838 -1.949530
head(residuals(fit, lambda=0.1))
#>           1           2           3           4           5           6 
#> -1.18876659 -1.04838206 -0.90774951 -0.91188292 -1.52674317 -0.03250198