spareg (version 1.1.1)

predict.spar: Predict Method for 'spar.cv' Object

Description

Predict responses for new predictors from 'spar' object

Usage

# S3 method for spar
predict(
  object,
  xnew = NULL,
  type = c("response", "link"),
  avg_type = c("link", "response"),
  nummod = NULL,
  nu = NULL,
  aggregate = c("mean", "median"),
  ...
)

Value

Vector of predictions

Arguments

object

result of spar function of class 'spar'.

xnew

matrix of new predictor variables; must have same number of columns as x.

type

the type of required predictions; either on response level (default) or on link level

avg_type

type of averaging the marginal models; either on link (default) or on response level

nummod

number of models used to form coefficients; value with minimal validation measure is used if not provided.

nu

threshold level used to form coefficients; value with minimal validation measure is used if not provided.

aggregate

character one of c("mean", "median"); the aggregation over the ensembles is done using the specified method (mean or median). Defaults to mean aggregation.

...

further arguments passed to or from other methods

Examples

example_data <- simulate_spareg_data(n = 100, p = 400, ntest = 100)
spar_res <- spar(example_data$x, example_data$y, xval = example_data$xtest,
  yval = example_data$ytest, nummods=c(5, 10))
pred <- predict(spar_res, xnew = example_data$xtest)