pred_eval

Calculates the out of sample likelihood for an mcen object

Fits the Multivariate Cluster Elastic Net (MCEN) presented in Price & Sherwood (2018) <arXiv:1707.03530>. The MCEN model simultaneously estimates regression coefficients and a clustering of the responses for a multivariate response model. Currently accommodates the Gaussian and binomial likelihood.

Ben Sherwood

mcen

Multivariate Cluster Elastic Net

pred_eval function

<dl><dt>obj</dt>
<dd>The mcen object.</dd>
<dt>test_x</dt>
<dd>The matrix of test predictors.</dd>
<dt>test_y</dt>
<dd>The matrix of test responses.</dd></dl>

Arguments

Ben Sherwood &lt;ben.sherwood@ku.edu&gt;, Brad Price &lt;brad.price@mail.wvu.edu&gt;

Author

Calculates the out of sample likelihood for an mcen object — pred_eval

<dl>

<dt>obj</dt>
<dd>The mcen object.</dd>


<dt>test_x</dt>
<dd>The matrix of test predictors.</dd>


<dt>test_y</dt>
<dd>The matrix of test responses.</dd>

</dl>

pred_eval: Calculates the out of sample likelihood for an mcen object

Description

Usage

Arguments

Author