Extract residuals from a ncvreg or ncvsurv fit

Source: R/residuals.R

Currently, only deviance residuals are supported.

# 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