predict.basad: Basad prediction

In basad: Bayesian Variable Selection with Shrinking and Diffusing Priors

Description

Predict the values of a dependent variable using basad on new test data.

Usage

  ## S3 method for class 'basad'
predict(object, newdata = NULL, ...)

Arguments

object	An object of class basad.
newdata	Data frame or x-matrix for which to evaluate predictions.
...	Further arguments passed to or from other methods.

Value

A vector of predicted values for a dependent variable in new test data.

Author(s)

Qingyan Xiang ([e-mail])

Naveen Narisetty ([e-mail])

References

Narisetty, N. N., & He, X. (2014). Bayesian variable selection with shrinking and diffusing priors. The Annals of Statistics, 42(2), 789-817.

Examples

  
#-----------------------------------------------------------
#Generate Data: The simulated high dimensional data
#-----------------------------------------------------------
n =  100; p = 499; nz = 5

rho1=0.25; rho2=0.25; rho3=0.25  ### correlations
Bc = c(0, seq(0.6, 3, length.out = nz), array(0, p - nz))

covr1 = (1 - rho1) * diag(nz) +  array(rho1, c(nz, nz))
covr3 = (1 - rho3) * diag(p - nz) +  array(rho3, c(p - nz, p - nz))
covr2 = array(rho2, c(nz, p - nz))
covr = rbind(cbind(covr1, covr2), cbind(t(covr2), covr3))

covE = eigen(covr)
covsq = covE$vectors %*% diag(sqrt(covE$values)) %*% t(covE$vectors)

Xs = matrix(rnorm(n * p), nrow = n); Xn = covsq %*% t(Xs)
X = cbind(array(1, n), t(Xn))
Y = X %*% Bc + rnorm(n); X <- X[, 2:ncol(X)]


#-----------------------------------------------------------
#Run the algorithm and then predict
#-----------------------------------------------------------
obj <- basad(x = X, y = Y)
predict(obj, newdata = X)
  

basad documentation built on Nov. 18, 2021, 1:12 a.m.