Make predictions from a gamsel
object.
# S3 method for gamsel
predict(
object,
newdata,
index = NULL,
type = c("link", "response", "terms", "nonzero"),
...
)
Either a vector aor a matrix is returned, depending on type
.
Fitted gamsel
object.
nobs_new
x p
matrix of new data values at which
to predict.
Index of model in the sequence for which plotting is desired. Note, this is NOT a lambda value.
Type of prediction desired. Type link
gives the linear
predictors for "binomial"
, and fitted values for "gaussian"
.
Type response
gives fitted probabilities for "binomial"
and
fitted values for "gaussian"
. Type "terms"
returns a matrix of
fitted functions, with as many columns as there are variables. Type
nonzero
returns a list of the indices of nonzero coefficients at the
given lambda
index.
Not used
Alexandra Chouldechova and Trevor Hastie
Maintainer: Trevor
Hastie hastie@stanford.edu
Chouldechova, A. and Hastie, T. (2015) Generalized Additive Model Selection
gamsel
, cv.gamsel
,
summary.gamsel
, basis.gen
##data=gamsel:::gendata(n=500,p=12,k.lin=3,k.nonlin=3,deg=8,sigma=0.5)
data = readRDS(system.file("extdata/gamsel_example.RDS", package = "gamsel"))
attach(data)
bases=pseudo.bases(X,degree=10,df=6)
# Gaussian gam
gamsel.out=gamsel(X,y,bases=bases)
preds=predict(gamsel.out,X,index=20,type="terms")
Run the code above in your browser using DataLab