"sqrtlasso"Predicting responses of the given design data.
# S3 method for sqrtlasso
predict(object, newdata, lambda.idx = c(1:3), Y.pred.idx = c(1:5), …)An object with S3 class "sqrtlasso"
An optional data frame in which to look for variables with which to predict. If omitted, the traning data of the are used.
The indices of the regularizaiton parameters in the solution path to be displayed. The default values are c(1:3).
The indices of the predicted response vectors in the solution path to be displayed. The default values are c(1:5).
Arguments to be passed to methods.
The predicted response vectors based on the estimated models.
predict.sqrtlasso produces predicted values of the responses of the newdata from the estimated beta values in the object, i.e.
$$
\hat{Y} = \hat{\beta}_0 + X_{new} \hat{\beta}.
$$
picasso and picasso-package.