Predict Response

Source: R/utils.R

Predicts response for a given sample

# S3 method for class 'SRM_fit'
predict(object, newx, lambda = NULL, gamma = NULL, ...)

# S3 method for class 'SRM_fit_CV'
predict(object, newx, lambda = NULL, gamma = NULL, ...)

Arguments

object

The output of fit_sparse_regression

newx

A matrix on which predictions are made. The matrix should have p columns

lambda

The value of lambda to use for prediction. A summary of the lambdas in the regularization path can be obtained using print.SRM_fit.

gamma

The value of gamma to use for prediction. A summary of the gammas in the regularization path can be obtained using print.SRM_fit.

...

Other parameters

Value

Return predict value

Details

If both lambda and gamma are not supplied, then a matrix of predictions for all the solutions in the regularization path is returned. If lambda is supplied but gamma is not, the smallest value of gamma is used. In case of logistic regression, probability values are returned.