xrnet (version 1.0.1)

predict.xrnet: Predict function for "xrnet" object

Description

Extract coefficients or predict response in new data using fitted model from an xrnet object. Note that we currently only support returning coefficient estimates that are in the original path(s).

Usage

# S3 method for xrnet
predict(
  object,
  newdata = NULL,
  newdata_fixed = NULL,
  p = NULL,
  pext = NULL,
  type = c("response", "link", "coefficients"),
  ...
)

Value

The object returned is based on the value of type as follows:

• response: An array with the response predictions based on the data for each penalty combination

• link: An array with linear predictions based on the data for each penalty combination

• coefficients: A list with the coefficient estimates for each penalty combination. See coef.xrnet.

Arguments

object

A xrnet object

newdata

matrix with new values for penalized variables

newdata_fixed

matrix with new values for unpenalized variables

p

vector of penalty values to apply to predictor variables

pext

vector of penalty values to apply to external data variables

type

type of prediction to make using the xrnet model, options include:

• response

• link (linear predictor)

• coefficients

...

pass other arguments to xrnet function (if needed)

Examples

data(GaussianExample)

fit_xrnet <- xrnet(
  x = x_linear,
  y = y_linear,
  external = ext_linear,
  family = "gaussian"
)

lambda1 <- fit_xrnet$penalty[10]
lambda2 <- fit_xrnet$penalty_ext[10]

coef_xrnet <- predict(
  fit_xrnet,
  p = lambda1,
  pext = lambda2,
  type = "coefficients"
)

pred_xrnet <- predict(
  fit_xrnet,
  p = lambda1,
  pext = lambda2,
  newdata = x_linear,
  type = "response"
)