predict.LarsPath {HDPenReg} | R Documentation |
Predict response of a new sample Xnew at a given level of penalty
## S3 method for class 'LarsPath' predict(object, Xnew, lambda, mode = c("fraction", "lambda", "norm"), ...)
object |
a LarsParth object |
Xnew |
a matrix (of size n*object@p) of covariates. |
lambda |
If mode ="norm", lambda represents the l1-norm of the coefficients with which we want to predict. If mode="fraction", lambda represents the ratio (l1-norm of the coefficientswith which we want to predict)/(l1-norm maximal of the LarsPath object). |
mode |
"fraction", "lambda" or "norm". |
... |
other arguments. Not used. |
The predicted response
Quentin Grimonprez
dataset=simul(50,10000,0.4,10,50,matrix(c(0.1,0.8,0.02,0.02),nrow=2)) result=HDlars(dataset$data[1:40,],dataset$response[1:40]) y=predict(result,dataset$data[41:50,],0.3,"fraction")