Description Usage Arguments Details Value Author(s) References See Also Examples
Similar to other predict methods, this functions predicts fitted values, link function and more from a fitted cocktail
object. This function is modified based on the predict
function from the glmnet
package.
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object |
fitted |
newx |
matrix of new values for |
s |
value(s) of the penalty parameter |
type |
type of prediction required.
|
... |
Not used. Other arguments to predict. |
s
is the new vector at which predictions are requested. If s
is not in the lambda sequence used for fitting the model, the predict
function will use linear interpolation to make predictions. The new values are interpolated using a fraction of predicted values from both left and right lambda
indices.
The object returned depends on type.
Yi Yang and Hui Zou
Maintainer: Yi Yang <yi.yang6@mcgill.ca>
Yang, Y. and Zou, H. (2013),
"A Cocktail Algorithm for Solving The Elastic Net Penalized Cox's Regression in High Dimensions", Statistics and Its Interface, 6:2, 167-173.
https://github.com/emeryyi/fastcox
Friedman, J., Hastie, T. and Tibshirani, R. (2008)
"Regularization Paths for Generalized Linear Models via Coordinate
Descent", http://www.stanford.edu/~hastie/Papers/glmnet.pdf
Journal of Statistical Software, Vol. 33(1), 1-22 Feb 2010
http://www.jstatsoft.org/v33/i01/
Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011)
"Regularization Paths for Cox's Proportional Hazards Model via
Coordinate Descent", Journal of Statistical Software, Vol. 39(5)
1-13
http://www.jstatsoft.org/v39/i05/
coef
method
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