npmr (version 1.3.1)

print.npmr: Summarize a "npmr" object

Description

Print the call that produced the npmr object and a dataframe showing, for each value of the regularization parameter on which the NPMR object was fit, the rank of the resulting regression coefficient matrix and the corresponding value of the NPMR objective function.

Usage

# S3 method for npmr
print(x, ...)

Arguments

x

an object of class npmr

...

ignored

Author

Scott Powers, Trevor Hastie, Rob Tibshirani

References

Scott Powers, Trevor Hastie and Rob Tibshirani (2016). ``Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball.'' In prep.

See Also

npmr, print.cv.npmr

Examples

#   Fit NPMR to simulated data

K = 5
n = 1000
m = 10000
p = 10
r = 2

# Simulated training data
set.seed(8369)
A = matrix(rnorm(p*r), p, r)
C = matrix(rnorm(K*r), K, r)
B = tcrossprod(A, C)            # low-rank coefficient matrix
X = matrix(rnorm(n*p), n, p)    # covariate matrix with iid Gaussian entries
eta = X 
P = exp(eta)/rowSums(exp(eta))
Y = t(apply(P, 1, rmultinom, n = 1, size = 1))

# Simulate test data
Xtest = matrix(rnorm(m*p), m, p)
etatest = Xtest 
Ptest = exp(etatest)/rowSums(exp(etatest))
Ytest = t(apply(Ptest, 1, rmultinom, n = 1, size = 1))

# Fit NPMR for a sequence of lambda values without CV:
fit2 = npmr(X, Y, lambda = exp(seq(7, -2)))

# Print the NPMR fit:
fit2