msaenet (version 3.1.2)

predict.msaenet: Make Predictions from an msaenet Model

Description

Make predictions on new data by a msaenet model object.

Usage

# S3 method for msaenet
predict(object, newx, ...)

Value

Numeric matrix of the predicted values.

Arguments

object

An object of class msaenet produced by aenet, amnet, asnet, msaenet, msamnet, or msasnet.

newx

New data to predict with.

...

Additional parameters, particularly prediction type in predict.glmnet, predict.ncvreg, or predict.ncvsurv.

Author

Nan Xiao <https://nanx.me>

Examples

dat <- msaenet.sim.gaussian(
  n = 150, p = 500, rho = 0.6,
  coef = rep(1, 5), snr = 2, p.train = 0.7,
  seed = 1001
)

msaenet.fit <- msaenet(
  dat$x.tr, dat$y.tr,
  alphas = seq(0.2, 0.8, 0.2),
  nsteps = 3L, seed = 1003
)

msaenet.pred <- predict(msaenet.fit, dat$x.te)
msaenet.rmse(dat$y.te, msaenet.pred)