predict.nestcv.glmnet

Obtains predictions from the final fitted model from a nestcv.glmnet
object.

Implements nested k*l-fold cross-validation for lasso and elastic-net regularised linear models via the 'glmnet' package and other machine learning models via the 'caret' package <doi:10.1093/bioadv/vbad048>. Cross-validation of 'glmnet' alpha mixing parameter and embedded fast filter functions for feature selection are provided. Described as double cross-validation by Stone (1977) <doi:10.1111/j.2517-6161.1977.tb01603.x>. Also implemented is a method using outer CV to measure unbiased model performance metrics when fitting Bayesian linear and logistic regression shrinkage models using the horseshoe prior over parameters to encourage a sparse model as described by Piironen & Vehtari (2017) <doi:10.1214/17-EJS1337SI>.

Myles Lewis

nestedcv

Nested Cross-Validation with 'glmnet' and 'caret'

Athina Spiliopoulou

Cankut Cubuk

David Rios Santini

Katriona Goldmann

Ryan C. Thompson

predict.nestcv.glmnet function

<dl><dt>object</dt>
<dd>Fitted <code>nestcv.glmnet</code> object</dd>
<dt>newdata</dt>
<dd>New data to predict outcome on</dd>
<dt>s</dt>
<dd>Value of lambda for glmnet prediction</dd>
<dt>modify</dt>
<dd>Logical whether to modify <code>newdata</code> based on <code>modifyX</code>
function. See <code>modifyX</code> and <code>modifyX_useY</code> arguments in <code>nestcv.glmnet()</code>.</dd>
<dt>...</dt>
<dd>Other arguments passed to <code>predict.glmnet</code>.</dd></dl>

Arguments

Predict method for nestcv.glmnet fits — predict.nestcv.glmnet

<dl>

<dt>object</dt>
<dd>Fitted <code>nestcv.glmnet</code> object</dd>


<dt>newdata</dt>
<dd>New data to predict outcome on</dd>


<dt>s</dt>
<dd>Value of lambda for glmnet prediction</dd>


<dt>modify</dt>
<dd>Logical whether to modify <code>newdata</code> based on <code>modifyX</code>
function. See <code>modifyX</code> and <code>modifyX_useY</code> arguments in <code>nestcv.glmnet()</code>.</dd>


<dt>...</dt>
<dd>Other arguments passed to <code>predict.glmnet</code>.</dd>

</dl>

predict.nestcv.glmnet: Predict method for nestcv.glmnet fits

Description

Usage

Value

Arguments

Details

See Also