predict.transreg | R Documentation |
Predicts outcome
## S3 method for class 'transreg'
predict(object, newx, stack = NULL, ...)
object |
object of class 'transreg' |
newx |
features:
matrix with |
stack |
character "sta" (standard stacking) or "sim" (simultaneous stacking) |
... |
(not applicable) |
Returns predicted values or predicted probabilities. The output is a column vector with one entry for each sample.
Armin Rauschenberger, Zied Landoulsi, Mark A. van de Wiel, and Enrico Glaab (2023). "Penalised regression with multiple sets of prior effects". Bioinformatics 39(12):btad680. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/bioinformatics/btad680")}. (Click here to access PDF.)
Methods for objects of class [transreg]
include coef
and predict
.
#--- simulation ---
set.seed(1)
n0 <- 100; n1 <- 10000; n <- n0 + n1; p <- 500
X <- matrix(rnorm(n=n*p),nrow=n,ncol=p)
beta <- rnorm(p)
prior <- beta + rnorm(p)
y <- X %*% beta
#--- train-test split ---
foldid <- rep(c(0,1),times=c(n0,n1))
y0 <- y[foldid==0]
X0 <- X[foldid==0,]
y1 <- y[foldid==1]
X1 <- X[foldid==1,]
#--- glmnet (without prior effects) ---
object <- glmnet::cv.glmnet(y=y0,x=X0)
y_hat <- predict(object,newx=X1,s="lambda.min")
mean((y1-y_hat)^2)
#--- transreg (with prior effects) ---
object <- transreg(y=y0,X=X0,prior=prior)
y_hat <- predict(object,newx=X1)
mean((y1-y_hat)^2) # decrease in MSE?
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