Retrieve generalized lasso coefficients for estimating the conditional quantiles at specified tau or lambda values.
# S3 method for quantile_genlasso
coef(object, s = NULL, ...)The quantile_genlasso object.
Vector of integers specifying the tau and lambda values to consider
for coefficients; for each i in this vector, coefficients are
returned at quantile level tau[i] and tuning parameter value
lambda[i], according to the tau and lambda vectors
stored in the given quantile_genlasso object obj. (Said
differently, s specifies the columns of obj$beta to retrieve
for the coefficients.) Default is NULL, which means that all tau and
lambda values will be considered.
Additional arguments (not used).