predict.cv.glmnet

0th

Percentile

make predictions from a "cv.glmnet" object.

This function makes predictions from a cross-validated glmnet model, using the stored "glmnet.fit" object, and the optimal value chosen for lambda.

Keywords
models, regression
Usage
# S3 method for cv.glmnet
predict(object, newx, s=c("lambda.1se","lambda.min"),...)
# S3 method for cv.glmnet
coef(object,s=c("lambda.1se","lambda.min"),...)
Arguments
object

Fitted "cv.glmnet" object.

newx

Matrix of new values for x at which predictions are to be made. Must be a matrix; can be sparse as in Matrix package. See documentation for predict.glmnet.

s

Value(s) of the penalty parameter lambda at which predictions are required. Default is the value s="lambda.1se" stored on the CV object. Alternatively s="lambda.min" can be used. If s is numeric, it is taken as the value(s) of lambda to be used.

Not used. Other arguments to predict.

Details

This function makes it easier to use the results of cross-validation to make a prediction.

Value

The object returned depends the … argument which is passed on to the predict method for glmnet objects.

References

Friedman, J., Hastie, T. and Tibshirani, R. (2008) Regularization Paths for Generalized Linear Models via Coordinate Descent, Journal of Statistical Software, Vol. 33, Issue 1, Feb 2010 http://www-stat.stanford.edu/~hastie/Papers/glmnet.pdf http://www.jstatsoft.org/v33/i01/

See Also

glmnet, and print, and coef methods, and cv.glmnet.

Aliases
  • coef.cv.glmnet
  • predict.cv.glmnet
Examples
# NOT RUN {
x=matrix(rnorm(100*20),100,20)
y=rnorm(100)
cv.fit=cv.glmnet(x,y)
predict(cv.fit,newx=x[1:5,])
coef(cv.fit)
coef(cv.fit,s="lambda.min")
predict(cv.fit,newx=x[1:5,],s=c(0.001,0.002))
# }
Documentation reproduced from package glmnet, version 2.0-10, License: GPL-2

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