Extracting coefficient variable names from glmnet into a data.frame

Question

I would like to extract the glmnet generated model coefficients and create a SQL query from them. The function coef(cv.glmnet.fit) yields a \'dgCMa

Answer 1

UPDATE: Both first two comments of my answer are right. I have kept the answer below the line just for posterity.

The following answer is short, it works and does not need any other package:

tmp_coeffs <- coef(cv.glmnet.fit, s = "lambda.min")
data.frame(name = tmp_coeffs@Dimnames[[1]][tmp_coeffs@i + 1], coefficient = tmp_coeffs@x)

The reason for +1 is that the @i method indexes from 0 for the intercept but @Dimnames[[1]] starts at 1.

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OLD ANSWER: (only kept for posterity) Try these lines:

The non zero coefficients:

coef(cv.glmnet.fit, s = "lambda.min")[which(coef(cv.glmnet.fit, s = "lambda.min") != 0)]

The features that are selected:

colnames(regression_data)[which(coef(cv.glmnet.fit, s = "lambda.min") != 0)]

Then putting them together as a dataframe is staight forward, but let me know if you want that part of the code also.

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