Extract coefficients from a SelectBoost-style quantile fit

Usage

# S3 method for class 'selectboost_quantile'
coef(
  object,
  tau = NULL,
  c0 = min(object$c0_seq),
  threshold = NULL,
  include_intercept = TRUE,
  standardized = FALSE,
  ...
)

Arguments

object: A selectboost_quantile() fit.
tau: Optional quantile level to extract for multi-tau fits. When omitted, a named list is returned.
c0: Threshold along the perturbation path. The closest available c0 value is used when threshold is not NULL.
threshold: Optional minimum selection frequency required for inclusion. When NULL, all baseline coefficients are returned.
include_intercept: Should the intercept be included?
standardized: Should coefficients be returned on the standardized model scale instead of the original predictor scale?
...: Unused.

Value

A named numeric vector or a named list of such vectors.