Description Usage Arguments Value Author(s) Examples
Fits penalized regression with SCAD or MCP penalty and computes the predictions for the test data.
1 2 |
dfTrain |
Data frame for training data. Last column must be the output variable. |
dfTest |
Data frame for test data. Last column must be the output variable. |
normalize |
Default TRUE means the predictors are centered and scaled. Otherwise no transformation. |
ic |
"AIC" or "BIC" |
method |
"scad", "mc+" or "lasso" |
The predictions for the test sample
A. I. McLeod
1 2 3 4 5 6 7 8 9 10 11 |
69 72 10 68 25 6 55 26
0.9973917 1.7908203 1.0259369 2.7342739 1.4321338 0.2577856 2.9660044 1.8346914
73 34
2.3487090 0.9242967
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