selectiveInference (version 1.2.5)

predict.fs: Prediction and coefficient functions for forward stepwise regression

Description

Make predictions or extract coefficients from a forward stepwise object

Usage

# S3 method for fs
predict(object, newx, s, ...)
# S3 method for fs
coef(object, s, ...)

Arguments

object

Object returned by a call to fs function

newx

Matrix of x values at which the predictions are desired. If NULL, the x values from forward stepwise fitting are used

s

Step number(s) at which predictions or coefficients are desired

…

Additional arguments

Value

Either a vector/matrix of predictions, or a vector/matrix of coefficients.

Examples

# NOT RUN {
set.seed(33)
n = 200
p = 20
sigma = 1
x = matrix(rnorm(n*p),n,p)
beta = c(rep(3,10),rep(0,p-10))
y = x%*%beta + sigma*rnorm(n)

# run forward stepwise and predict functions
obj = fs(x,y)
fit = predict(obj,x,s=3)
# }

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