grpSLOPE (version 0.3.1)

predict.grpSLOPE: Obtain predictions

Description

Obtain predictions from a grpSLOPE model on new data

Usage

# S3 method for grpSLOPE
predict(object, newdata, ...)

Arguments

object

A grpSLOPE object

newdata

Predictor variables arranged in a matrix

...

Potentially further arguments passed to and from methods

Details

Note that newdata must have the same shape, and must contain the same predictor variables as columns in the same order as the design matrix X that was used for the grpSLOPE model fit.

Examples

# NOT RUN {
set.seed(1)
A   <- matrix(rnorm(100^2), 100, 100)
grp <- rep(rep(1:20), each = 5)
b   <- c(rep(1, 20), rep(0, 80))
y   <- A %*% b + rnorm(10) 
result <- grpSLOPE(X = A, y = y, group = grp, fdr = 0.1)
newdata <- matrix(rnorm(800), 8, 100)
# group SLOPE predictions:
predict(result, newdata)
# [1] -5.283385 -6.313938 -3.173068  1.901488  9.796677 -0.144516 -0.611164 -5.167620
# true mean values:
as.vector(newdata %*% b)
# [1] -5.0937160 -6.5814111 -3.5776124  2.7877449 11.0668777  1.0253236 -0.4261076 -4.8622940

# }