weighted_anchor_prediction: weighted_anchor_regression

In simzim96/AnchorRegression: Perform AnchorRegression

Description

Perform a prediction for a Weighted Anchor Regression model

Usage

weighted_anchor_prediction(names, coeff, x, anchor, gamma, target_variable)

Arguments

names	list of variable names corresponding to the coefficients in coeff
coeff	list of coefficients corresponding to the coefficients in names
x	is a dataframe containing the matrix x containing the independent variables
anchor	is a dataframe containing the matrix anchor containing the anchor variable
gamma	is the regularization parameter for the Anchor Regression
target_variable	is the target variable name contained in the x dataframe

Value

A list of predictions.

Examples

   # number of observed environments
   environments <- 10

   # populate list with generated data of x and anchor
   data_x_list <- c()
   data_anchor_list <- c()
   for(e in 1:environments){
     x <- as.data.frame(matrix(data = rnorm(100),nrow = 100,ncol = 10))
     anchor <- as.data.frame(matrix(data = rnorm(200),nrow = 100,ncol = 2))
     colnames(anchor) <- c('X1','X2')
     data_x_list[[e]] <- x
     data_anchor_list[[e]]  <- anchor
   }

   # estimate model
   gamma <- 2
   target_variable <- 'V2'
   weighted_anchor_model <- weighted_anchor_regression(data_x_list,
                                                       data_anchor_list,
                                                       gamma,
                                                       target_variable,
                                                       anchor_model_pre=NULL,
                                                       test_split=0.4,
                                                       lambda=0)
   weighted_anchor_prediction(weighted_anchor_model$names,
                              weighted_anchor_model$coeff,
                              x,
                              anchor,
                              gamma,
                              target_variable)

simzim96/AnchorRegression documentation built on Jan. 28, 2021, 9:42 a.m.