glmtlp (version 2.0.2)

predict.glmtlp: Predict Method for a "glmtlp" Object

Description

Predicts fitted values, logits, coefficients and more from a fitted glmtlp object.

Usage

# S3 method for glmtlp
predict(
  object,
  X,
  type = c("link", "response", "class", "coefficients", "numnz", "varnz"),
  lambda = NULL,
  kappa = NULL,
  which = 1:(ifelse(object$penalty == "l0", length(object$kappa), length(object$lambda))),
  ...
)
# S3 method for glmtlp
coef(
  object,
  lambda = NULL,
  kappa = NULL,
  which = 1:(ifelse(object$penalty == "l0", length(object$kappa), length(object$lambda))),
  drop = TRUE,
  ...
)

Value

The object returned depends on type.

Arguments

object

Fitted glmtlp model object.

X

Matrix of new values for X at which predictions are to be made. Must be a matrix. This argument will not used for type=c("coefficients","numnz", "varnz").

type

Type of prediction to be made. For "gaussian" models, type "link" and "response" are equivalent and both give the fitted values. For "binomial" models, type "link" gives the linear predictors and type "response" gives the fitted probabilities. Type "coefficients" computes the coefficients at the provided values of lambda or kappa. Note that for "binomial" models, results are returned only for the class corresponding to the second level of the factor response. Type "class" applies only to "binomial" models, and gives the class label corresponding to the maximum probability. Type "numnz" gives the total number of non-zero coefficients for each value of lambda or kappa. Type "varnz" gives a list of indices of the nonzero coefficients for each value of lambda or kappa.

lambda

Value of the penalty parameter lambda at which predictions are to be made Default is NULL.

kappa

Value of the penalty parameter kappa at which predictions are to be made. Default is NULL.

which

Index of the penalty parameter lambda or kappa sequence at which predictions are to be made. Default are the indices for the entire penalty parameter sequence.

...

Additional arguments.

drop

Whether or not keep the dimension that is of length 1.

Author

Chunlin Li, Yu Yang, Chong Wu
Maintainer: Yu Yang

Details

coef(...) is equivalent to predict(type="coefficients",...)

References

Shen, X., Pan, W., & Zhu, Y. (2012). Likelihood-based selection and sharp parameter estimation. Journal of the American Statistical Association, 107(497), 223-232.
Shen, X., Pan, W., Zhu, Y., & Zhou, H. (2013). On constrained and regularized high-dimensional regression. Annals of the Institute of Statistical Mathematics, 65(5), 807-832.
Li, C., Shen, X., & Pan, W. (2021). Inference for a Large Directed Graphical Model with Interventions. arXiv preprint arXiv:2110.03805.
Yang, Y., & Zou, H. (2014). A coordinate majorization descent algorithm for l1 penalized learning. Journal of Statistical Computation and Simulation, 84(1), 84-95.
Two R package Github: ncvreg and glmnet.

See Also

print, predict, coef and plot methods, and the cv.glmtlp function.

Examples

# Gaussian
X <- matrix(rnorm(100 * 20), 100, 20)
y <- rnorm(100)
fit <- glmtlp(X, y, family = "gaussian", penalty = "l1")
predict(fit, X = X[1:5, ])
coef(fit)
predict(fit, X = X[1:5, ], lambda = 0.1)

# Binomial
X <- matrix(rnorm(100 * 20), 100, 20)
y <- sample(c(0,1), 100, replace = TRUE)
fit <- glmtlp(X, y, family = "binomial", penalty = "l1")
coef(fit)
predict(fit, X = X[1:5, ], type = "response")
predict(fit, X = X[1:5, ], type = "response", lambda = 0.01)
predict(fit, X = X[1:5, ], type = "class", lambda = 0.01)
predict(fit, X = X[1:5, ], type = "numnz", lambda = 0.01)