HDPenReg (version 0.94.9)

predict.LarsPath: Prediction of response

Description

Predict response of a new sample Xnew at a given level of penalty

Usage

# S3 method for LarsPath
predict(object, Xnew, lambda, mode = c("fraction", "lambda", "norm"), ...)

Value

The predicted response

Arguments

object

a LarsParth object

Xnew

a matrix (of size n*object@p) of covariates.

lambda

If mode ="norm", lambda represents the l1-norm of the coefficients with which we want to predict. If mode="fraction", lambda represents the ratio (l1-norm of the coefficients with which we want to predict)/(l1-norm maximal of the LarsPath object).

mode

"fraction", "lambda" or "norm".

...

other arguments. Not used.

Author

Quentin Grimonprez

Examples

dataset <- simul(50, 10000, 0.4, 10, 50, matrix(c(0.1, 0.8, 0.02, 0.02), nrow = 2))
result <- HDlars(dataset$data[1:40, ], dataset$response[1:40])
y <- predict(result, dataset$data[41:50, ], 0.3, "fraction")