predict.gamsel: Gamsel Prediction Routine

Description

Make predictions from a gamsel object.

Usage

# S3 method for gamsel
predict(
  object,
  newdata,
  index = NULL,
  type = c("link", "response", "terms", "nonzero"),
  ...
)

Value

Either a vector aor a matrix is returned, depending on type.

Arguments

object: Fitted gamsel object.
newdata: nobs_new x p matrix of new data values at which to predict.
index: Index of model in the sequence for which plotting is desired. Note, this is NOT a lambda value.
type: 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

Author

Alexandra Chouldechova and Trevor Hastie
Maintainer: Trevor Hastie hastie@stanford.edu

References

Chouldechova, A. and Hastie, T. (2015) Generalized Additive Model Selection

Examples

Run this code


##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")

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