oblique.tree (version 1.1.1)

predict.glmpath: Makes predictions at particular points along the fitted glmpath

Description

This function makes predictions at particular points along the fitted glmpath. The linear predictor, estimated response, log-likelihood, or the coefficients can be computed.

Usage

predict.glmpath(object, newx, newy, s, type = c("link", "response", "loglik", "coefficients"), mode = c("step", "norm.fraction", "norm", "lambda.fraction", "lambda"), weight = NULL, offset = NULL, eps = .Machine$double.eps, ...)

Arguments

object
a glmpath object
newx
a matrix of features at which the predictions are made. If type=link, type=response, or type=loglik, newx is required.
newy
a vector of responses corresponding to newx. If type=loglik, newy is required.
s
the values of mode at which the predictions are made
type
If type=link, the linear predictors are returned; if type=response, the estimated responses are returned; if type=loglik, the log-likelihoods are returned, and if type=coefficients, the coefficients are returned. The coefficients for the initial input variables are returned (rather than the standardized coefficients). Default is link.
mode
what mode=s refers to. If mode=step, s is the number of steps taken; if mode=norm.fraction, s is the fraction of the L1 norm of the standardized coefficients (with respect to the largest norm); if mode=norm, s is the L1 norm of the standardized coefficients; if mode=lambda.fraction, s is the fraction of log($\lambda$); and if mode=lambda, s is $\lambda$. Default is step.
weight
an optional vector of weights for observations. weight is effective only if type=loglik.
offset
eps
an effective zero
...
other options for the prediction

References

Mee Young Park and Trevor Hastie (2006) L1 Regularization Path Algorithm for Generalized Linear Models - available at the authors' websites, http://stat.stanford.edu/~mypark or http://stat.stanford.edu/~hastie/pub.htm.

See Also

cv.glmpath, glmpath, plot.glmpath