predict.autotune_lasso: Predict from a autotune_lasso fit

In autotune: Faster and more Efficient Lasso (than 'glmnet' and 'scalreg') with Data-Driven Tuning

Predict from a autotune_lasso fit

Description

Predict from a autotune_lasso fit

Usage

## S3 method for class 'autotune_lasso'
predict(
  object,
  newx = NULL,
  type = c("response", "coefficients"),
  path = NULL,
  ...
)

Arguments

object	An object of class autotune_lasso.
newx	Numeric matrix of new x (rows = observations, columns = predictors) at which predictions are required. This argument is not used for type="coefficients").
type	Character; one of "response", "coefficients".
path	For type = "coefficients", NULL returns the final coefficients and TRUE returns the full coefficient path. This argument is ignored for type = "response".
...	Further arguments passed from the generic.

Value

If type = "response", returns the prediction at the x provided for prediction.

If type = "coefficients", returns the fitted coefficients.

Examples

set.seed(10)
n = 300
p = 500
s = 10
beta = c(rep(1, s), rep(0, p - s))
x = matrix(rnorm(n * p), ncol = p)
# Maunal sigma allocation
# y = x %*% beta + rnorm(n, sd = 1)
# Dynamic sigma allocation with snr specified
snr = 2
y = x %*% beta + rnorm(n, sd = sqrt(var(x%*%beta)/snr))
fit <- autotune_lasso(x, y)
predict(fit, newx = x[1:5, , drop = FALSE])
predict(fit, type = "coefficients")

predict(fit, type = "coefficients", path = TRUE)

autotune documentation built on Aug. 21, 2026, 5:18 p.m.