predict.hierNet.path: Prediction function for hierNet.path and...

In pejovic/hierNet: A Lasso for Hierarchical Interactions

Description

A function to perform prediction, using an x matrix and the output of the "hierNet.path" or "hiernet.logistic.path" functions.

Usage

## S3 method for class 'hierNet.path'
predict(object, newx, newzz=NULL, ...)

Arguments

object	The results of a call to the "hierNet" or "hierNet.path" or function. The coefficients that are part of this object will be used for making predictions.
newx	The new x at which predictions should be made. Can be a vector or a matrix (one obseration per row).
newzz	Optional matrix of products of columns of newx, computed by compute.interactions.c
...	additional arguments (not currently used)

Value

yhat	Matrix of predictions, one row per observation. For logistic model, these are the estimated probabilities.

Author(s)

Jacob Bien and Robert Tibshirani

References

Bien, J., Taylor, J., Tibshirani, R., (2013) "A Lasso for Hierarchical Interactions." Annals of Statistics. 41(3). 1111-1141.

See Also

hierNet, hierNet.path

Examples

set.seed(12)
x=matrix(rnorm(100*10),ncol=10)
x=scale(x,TRUE,TRUE)
y=x[,1]+2*x[,2]+ x[,1]*x[,2]+3*rnorm(100)
newx=matrix(rnorm(100*10),ncol=10)
fit=hierNet(x,y,lam=50)
yhat=predict.hierNet(fit,newx)

fit=hierNet.path(x,y)
yhat=predict.hierNet(fit,newx)

pejovic/hierNet documentation built on May 25, 2019, 12:45 a.m.