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Last data update: 2014.03.03

R: Gamsel Prediction Routine

predict.gamsel

R Documentation

Gamsel Prediction Routine

Description

Make predictions from a gamsel object.

Usage

## S3 method for class 'gamsel'
predict(object, newdata, index = NULL,
       type = c("link", "response", "terms", "nonzero"), ...)

Arguments

`object`	Fitted `gamsel` object.
`newdata`	`nobs_new` x `p` matrix of new data values at which to predict.
`index`	Index of model in the sequence for which plotting is desired. Note, this is NOT a lambda value.
`type`	Type of prediction desired. Type `link` gives the linear predictors for `"binomial"`, and fitted values for `"gaussian"`. Type `response` gives fitted probabilities for `"binomial"` and fitted values for `"gaussian"`. Type `"terms"` returns a matrix of fitted functions, with as many columns as there are variables. Type `nonzero` returns a list of the indices of nonzero coefficients at the given `lambda` index.
`...`	Not used

Value

Either a vector aor a matrix is returned, depending on type.

Author(s)

Alexandra Chouldechova and Trevor Hastie
Maintainer: Trevor Hastie hastie@stanford.edu

References

Chouldechova, A. and Hastie, T. (2015) Generalized Additive Model Selection

Examples

data=gendata(n=500,p=12,k.lin=3,k.nonlin=3,deg=8,sigma=0.5)
attach(data)
bases=pseudo.bases(X,degree=10,df=6)
# Gaussian gam
gamsel.out=gamsel(X,y,bases=bases)
preds=predict(gamsel.out,X,index=20,type="terms")