Make Predictions from an msaenet Model — predict.msaenet • msaenet

Make predictions on new data by a msaenet model object.

Usage

# S3 method for msaenet
predict(object, newx, ...)

Arguments

object: An object of class msaenet produced by aenet, amnet, asnet, msaenet, msamnet, or msasnet.
newx: New data to predict with.
...: Additional parameters, particularly prediction type in predict.glmnet, predict.ncvreg, or predict.ncvsurv.

Value

Numeric matrix of the predicted values.

Author

Nan Xiao <https://nanx.me>

Examples

dat <- msaenet.sim.gaussian(
  n = 150, p = 500, rho = 0.6,
  coef = rep(1, 5), snr = 2, p.train = 0.7,
  seed = 1001
)

msaenet.fit <- msaenet(
  dat$x.tr, dat$y.tr,
  alphas = seq(0.2, 0.8, 0.2),
  nsteps = 3L, seed = 1003
)

msaenet.pred <- predict(msaenet.fit, dat$x.te)
msaenet.rmse(dat$y.te, msaenet.pred)
#> [1] 2.839212