predict.fs: Prediction and coefficient functions for forward stepwise...

In selectiveInference: Tools for Post-Selection Inference

Description

Make predictions or extract coefficients from a forward stepwise object

Usage

## S3 method for class 'fs'
predict(object, newx, s, ...)
## S3 method for class 'fs'
coef(object, s, ...)

Arguments

object	Object returned by a call to fs function
newx	Matrix of x values at which the predictions are desired. If NULL, the x values from forward stepwise fitting are used
s	Step number(s) at which predictions or coefficients are desired
...	Additional arguments

Value

Either a vector/matrix of predictions, or a vector/matrix of coefficients.

Author(s)

Ryan Tibshirani, Rob Tibshirani, Jonathan Taylor, Joshua Loftus, Stephen Reid

Examples

set.seed(33)
n = 200
p = 20
sigma = 1
x = matrix(rnorm(n*p),n,p)
beta = c(rep(3,10),rep(0,p-10))
y = x%*%beta + sigma*rnorm(n)

# run forward stepwise and predict functions
obj = fs(x,y)
fit = predict(obj,x,s=3)

Example output

Loading required package: glmnet
Loading required package: Matrix
Loading required package: foreach
Loaded glmnet 2.0-16

Loading required package: intervals

Attaching package: 'intervals'

The following object is masked from 'package:Matrix':

    expand

Loading required package: survival

selectiveInference documentation built on Sept. 7, 2019, 9:02 a.m.