predict.ncvreg: Model predictions based on a fitted ncvreg object.

In ncvreg: Regularization Paths for SCAD and MCP Penalized Regression Models

Model predictions based on a fitted ncvreg object.

Description

Similar to other predict methods, this function returns predictions from a fitted ncvreg object.

Usage

## S3 method for class 'cv.ncvreg'
predict(
  object,
  X,
  type = c("link", "response", "class", "coefficients", "vars", "nvars"),
  which = object$min,
  ...
)

## S3 method for class 'cv.ncvreg'
coef(object, which = object$min, ...)

## S3 method for class 'cv.ncvsurv'
predict(
  object,
  X,
  type = c("link", "response", "survival", "median", "coefficients", "vars", "nvars"),
  which = object$min,
  ...
)

## S3 method for class 'ncvreg'
predict(
  object,
  X,
  type = c("link", "response", "class", "coefficients", "vars", "nvars"),
  lambda,
  which = 1:length(object$lambda),
  ...
)

## S3 method for class 'ncvreg'
coef(object, lambda, which = 1:length(object$lambda), drop = TRUE, ...)

Arguments

object	Fitted ncvreg model object.
X	Matrix of values at which predictions are to be made. Not used for type="coefficients" or for some of the type settings in predict.
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 vars returns a list containing the indices and names of the nonzero variables at each value of lambda nvars returns the number of nonzero coefficients at each value of lambda.
which	Indices of the penalty parameter lambda at which predictions are required. By default, all indices are returned. If lambda is specified, this will override which.
...	Not used.
lambda	Values of the regularization parameter lambda at which predictions are requested. For values of lambda not in the sequence of fitted models, linear interpolation is used.
drop	If coefficients for a single value of lambda are to be returned, reduce dimensions to a vector? Setting drop=FALSE returns a 1-column matrix.

Value

The object returned depends on type.

Author(s)

Patrick Breheny

References

Breheny P and Huang J. (2011) Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection. Annals of Applied Statistics, 5: 232-253. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/10-AOAS388")}

See Also

ncvreg()

Examples

data(Heart)

fit <- ncvreg(Heart$X, Heart$y, family="binomial")
coef(fit, lambda=0.05)
head(predict(fit, Heart$X, type="link", lambda=0.05))
head(predict(fit, Heart$X, type="response", lambda=0.05))
head(predict(fit, Heart$X, type="class", lambda=0.05))
predict(fit, type="vars", lambda=c(0.05, 0.01))
predict(fit, type="nvars", lambda=c(0.05, 0.01))

ncvreg documentation built on Sept. 11, 2024, 8:31 p.m.