Getting glmnet coefficients at 'best' lambda

Question

I am using following code with glmnet:

> library(glmnet)
> fit = glmnet(as.matrix(mtcars[-1]), mtcars[,1])
> plot(fit, xvar=\'lambda\')

Answer 1

To extract the optimal lambda, you could type fit$lambda.min

To obtain the coefficients corresponding to the optimal lambda, use coef(fit, s = fit$lambda.min) - please reference p.6 of the Glmnet vignette.

I think the coefficients are produced by a model fitted to the full data, not just testing sets, as mentioned in this page.