predict.timeLagLasso

object

Matrix of new values for object at which predictions are to be made.

newdata

Not used. Other arguments to predict.

Similar to other predict methods, this functions predicts fitted values from a fitted "timeLagLasso" object.

Ordered lasso and time-lag sparse regression. Ordered Lasso fits a
linear model and imposes an order constraint on the coefficients. It writes
the coefficients as positive and negative parts, and requires positive
parts and negative parts are non-increasing and positive. Time-Lag Lasso
generalizes the ordered Lasso to a general data matrix with multiple
predictors. For more details, see Suo, X.,Tibshirani, R., (2014) 'An
Ordered Lasso and Sparse Time-lagged Regression'.

predict.timeLagLasso: make predictions from a fitted "timeLagLasso" object

Description

Usage

Arguments

Value