Rescale coefficients estimated on scaled data to match unscaled data

Rescale coefficients estimated on scaled data to match unscaled data

rescale_coefficients(coefs, mu_x, sigma_x, intercept)

Arguments

coefs

scaled coefficients

mu_x

vector of means for all (non-intercept) X variables

sigma_x

vector of scales for all (non-intercept) X variables

intercept

an integer for which column in design matrix is the intercept