predict.SL.hal9001

Predict method for objects of class <code>SL.hal9001</code>

A scalable implementation of the highly adaptive lasso algorithm,
including routines for constructing sparse matrices of basis functions of the
observed data, as well as a custom implementation of Lasso regression tailored
to enhance efficiency when the matrix of predictors is composed exclusively of
indicator functions. For ease of use and increased flexibility, the Lasso
fitting routines invoke code from the 'glmnet' package by default. The highly
adaptive lasso was first formulated and described by MJ van der Laan (2017)
<doi:10.1515/ijb-2015-0097>, with practical demonstrations of its performance
given by Benkeser and van der Laan (2016) <doi:10.1109/DSAA.2016.93>. This
implementation of the highly adaptive lasso algorithm was described by Hejazi,
Coyle, and van der Laan (2020) <doi:10.21105/joss.02526>.

Jeremy Coyle

hal9001

The Scalable Highly Adaptive Lasso

Nima Hejazi

Rachael Phillips

Lars van der Laan

David Benkeser

Oleg Sofrygin

Weixin Cai

Mark van der Laan

predict.SL.hal9001 function

<dl><dt>object</dt>
<dd>A fitted object of class <code>hal9001</code>.</dd>
<dt>newdata</dt>
<dd>A matrix of new observations on which to obtain predictions.</dd>
<dt>...</dt>
<dd>Not used.</dd></dl>

Arguments

predict.SL.hal9001 — predict.SL.hal9001

<dl>

<dt>object</dt>
<dd>A fitted object of class <code>hal9001</code>.</dd>


<dt>newdata</dt>
<dd>A matrix of new observations on which to obtain predictions.</dd>


<dt>...</dt>
<dd>Not used.</dd>

</dl>

predict.SL.hal9001: predict.SL.hal9001

Description

Usage

Value

Arguments