MLGL (version 1.0.0)

predict.MLGL: Predict fitted values from a MLGL object

Description

Predict fitted values from a MLGL object

Usage

# S3 method for MLGL
predict(object, newx = NULL, s = NULL, type = c("fit", "coefficients"), ...)

Value

A matrix with fitted values or estimated coefficients for given values of s.

Arguments

object

MLGL object

newx

matrix with new individuals for prediction. If type="coefficients", the parameter has to be NULL

s

values of lambda. If NULL, use values from object

type

if "fit", return the fitted values for each values of s, if "coefficients", return the estimated coefficients for each s

...

Not used. Other arguments to predict.

Author

original code from gglasso package Author: Yi Yang <[e-mail]>, Hui Zou <[e-mail]>

function inspired from predict function from gglasso package by Yi Yang and Hui Zou.

See Also

MLGL

Examples

X <- simuBlockGaussian(n = 50, nBlock = 12, sizeBlock = 5, rho = 0.7)
y <- drop(X[, c(2, 7, 12)] %*% c(2, 2, -1)) + rnorm(50, 0, 0.5)

m1 <- MLGL(X, y, loss = "ls")
predict(m1, newx = X)
predict(m1, s=3, newx = X)
predict(m1, s=1:3, newx = X)