predict: Predict a 'mht' or 'mht.order' object

In mht: Multiple Hypothesis Testing for Variable Selection in High-Dimensional Linear Models

Description

Predict a mht or mht.order object for new data newx

Usage

## S3 method for class 'mht'
predict(object,newx,level,...)
## S3 method for class 'mht.order'
predict(object,newx,level,...)

Arguments

object	Object of class "mht.order" as obtained from mht.order or "mht" as obtained from mht.
newx	Data matrix of size n*p.
level	Level of the prediction interval. Default is 0.95.
...	not used.

Details

The prediction is available for each level alpha of the object. The prediction values and the prediction interval are derived from the predict.lm function. If newx is missing, the fitted values of the object are returned.

Value

Array of predicted values and prediction interval. The third dimension is relative to the type I error alpha -from the initial object-. For each alpha, a matrix with column names fit, lwr, and upr (from predict.lm)

See Also

mht, mht.order, predict.lm

Examples

## Not run: 
x=matrix(rnorm(100*20),100,20)
beta=c(rep(2,5),rep(0,15))
y=x%*%beta+rnorm(100)

# mht
mod=mht(x,y,alpha=c(0.1,0.05),maxordre=15)

# predict without new data: gives the fitted values
pred=predict(mod)

# predict with new data
pred=predict(mod,newx=matrix(rnorm(40*20),40,20))
pred

## End(Not run)

mht documentation built on May 2, 2019, 11:49 a.m.