predict.higrad: Obtain Prediction and Confidence Intervals From a HiGrad Fit

In higrad: Statistical Inference for Online Learning and Stochastic Approximation via HiGrad

Description

predict can be applied with a higrad object to obtain predictions and confidence intervals.

Usage

## S3 method for class 'higrad'
predict(object, newx, alpha = 0.05, type = "link",
  prediction.interval = FALSE, ...)

Arguments

object	a fitted object of class higrad.
newx	matrix of new values for x at which predictions are to be made.
alpha	significance level. The confidence level of the interval is thus 1 - alpha.
type	type of prediction required. Type "link" gives the linear predictors for "logistic"; for "lm" models it gives the fitted values. Type "response" gives the fitted probabilities for "logistic"; for "lm" type "response" is equivalent to type "link".
prediction.interval	logical; indicator of whether prediction intervals should be returned instead of confidence intervals.
...	other prediction options.

Value

A list with components

pred	predicted values.
upper	upper limit of the confidence/prediction intervals.
lower	lower limit of the confidence/prediction intervals.

higrad documentation built on May 1, 2019, 7:32 p.m.