predict_cv {SVEMnet}R Documentation

Predict Function for glmnet_with_cv Models

Description

Generate predictions from the model fitted by glmnet_with_cv. This function accepts new data and returns predictions, optionally debiased if a debiasing linear model was fit.

Usage

predict_cv(object, newdata, debias = FALSE, ...)

Arguments

object

An object returned by glmnet_with_cv.

newdata

A data frame of new predictor values.

debias

Logical; if TRUE, applies the debiasing linear model stored in object$debias_fit (if available). Default is FALSE.

...

Additional arguments (not used).

Details

Predictions are computed by forming the model matrix from newdata using the stored formula and terms in the fitted model object. The coefficients used are those stored in parms. If debias=TRUE and a debias_fit linear model is available, predictions are adjusted by that model.

Value

A numeric vector of predictions.

See Also

glmnet_with_cv, SVEMnet, predict.svem_model

Examples

set.seed(0)
n <- 50
X1 <- runif(n)
X2 <- runif(n)
y <- 1 + 2*X1 + 3*X2 + rnorm(n)
data <- data.frame(y, X1, X2)
model_cv <- glmnet_with_cv(y ~ X1 + X2, data = data, glmnet_alpha = c(0,0.5,1))
predictions <- predict_cv(model_cv, data)
predictions_debiased <- predict_cv(model_cv, data, debias = TRUE)


[Package SVEMnet version 1.3.0 Index]