predict.cv.glmgraph: make prediction from a fitted "cv.glmgraph" object.

In glmgraph: Graph-Constrained Regularization for Sparse Generalized Linear Models

Description

This function makes predictions from a cross-validated glmgraph model, using the stored "cv.glmgraph" object, and the optimal value chosen for lambda1 and lambda2.

Usage

## S3 method for class 'cv.glmgraph'
predict(object,X,s=c("lambda1.min","lambda1.1se"),
type=c("response", "coefficients","class", "nzeros","link"),...)

Arguments

object	Fitted "cv.glmgraph" model object.
X	Matrix at which predictions are to be made.
s	Either "lambda1.min" or "lambda1.1se".If "lambda1.min" is used, prediction based on coefficient of best cross validation criteria(minimum "mse" or "mae" if family is "gaussian"; maximum "auc" or minimum "deviance" if family is "binomial") are returned. Otherwise, predictficients based on one-standard error rule are returned. The default value is "lambda1.min".
type	Type of prediction: "link" returns the linear predictors; "response" gives the fitted values; "class" returns the binomial outcome with the highest probability; "coefficients" returns the coefficients; "nzeros" returns a list containing the indices and names of the nonzero variables at each combination of lambda1 and lambda2.
...	Other parameters to predict

Author(s)

Li Chen <[e-mail]> , Jun Chen <[e-mail]>

References

Li Chen. Han Liu. Hongzhe Li. Jun Chen. (2015) Graph-constrained Regularization for Sparse Generalized Linear Models.(Working paper)

See Also

cv.glmgraph,coef.cv.glmgraph

Examples

 set.seed(1234)
 library(glmgraph)
 n <- 100
 p1 <- 10
 p2 <- 90
 p <- p1+p2
 X <- matrix(rnorm(n*p), n,p)
 magnitude <- 1
 ### construct laplacian matrix from adjacency matrix
 A <- matrix(rep(0,p*p),p,p)
 A[1:p1,1:p1] <- 1
 A[(p1+1):p,(p1+1):p] <- 1
 diag(A) <- 0
 btrue <- c(rep(magnitude,p1),rep(0,p2))
 intercept <- 0
 eta <- intercept+X%*%btrue
 diagL <- apply(A,1,sum)
 L <- -A
 diag(L) <- diagL
 ### gaussian
 Y <- eta+rnorm(n)
 cv.obj <- cv.glmgraph(X,Y,L)
 beta.min <- predict(cv.obj,X,type="coefficients")

glmgraph documentation built on May 1, 2019, 7:04 p.m.