predict method for class relaxo

Description

Prediction with Relaxed Lasso

Usage

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## S3 method for class 'relaxo'
predict(object, newX = NULL, lambda = NULL, phi = NULL,...)

Arguments

object

An object of class relaxo

newX

A data frame or matrix containing new data. If not given, the prediction for the original training data is returned.

lambda

The penalty parameter for variable selection.

phi

The relaxation parameter in the interval [0,1].

...

other arguments (currently ignored).

Value

A numerical vector, containing the predictions for the new data points (or the fitted values if newX=NULL).

Author(s)

Nicolai Meinshausen nicolai@stat.berkeley.edu

References

N. Meinshausen, "Relaxed Lasso", Computational Statistics and Data Analysis, to appear. http://www.stat.berkeley.edu/~nicolai