R/predict.hregpath.R

In emeryyi/rome: Robust Mean Estimation

predict.hregpath <- function(object, newx, s = NULL, ...) {
    b0 <- object$b0
    nbeta <- rbind2(b0, object$beta)
    rownames(nbeta)[1] <- "(Intercept)"
    if (!is.null(s)) {
        vnames <- dimnames(nbeta)[[1]]
        dimnames(nbeta) <- list(NULL, NULL)
        lambda <- object$lambda
        lamlist <- lambda.interp(lambda, s)
        nbeta=nbeta[,lamlist$left,drop=FALSE]%*%Diagonal(x=lamlist$frac)+nbeta[,lamlist$right,drop=FALSE]%*%Diagonal(x=1-lamlist$frac)
        dimnames(nbeta) <- list(vnames, paste(seq(along = s)))
    }
    nfit <- as.matrix(as.matrix(cbind2(1, newx)) %*% nbeta)
    nfit
}