predict.grplasso function

Predict Method for grplasso Objects

Obtains predictions from a grplasso object.

## S3 method for class 'grplasso'
predict(object, newdata, type = c("link", "response"),
        na.action = na.pass, ...)

Arguments

• object: a grplasso object

• newdata: data.frame or design matrix of new observations

• type: the type of prediction. type = "link" is on the scale of linear predictors, whereas type = "response" is on the scale of the response variable, i.e. type = "response"

  applies the inverse link function to the linear predictors.

• na.action: function determining what should be done with missing values in newdata. The default is to predict NA.

• ...: other options to be passed to the predict function.

Returns

A matrix whose columns correspond to the different values of the penalty parameter lambda of the grplasso object.

Note

If newdata is given, offsets specified by offset in the fit by grplasso.default will not be included in predictions, whereas those specified by an offset term in the formula will be considered.

See Also

grplasso

Examples

data(splice)

contr <- rep(list("contr.sum"), ncol(splice) - 1)
names(contr) <- names(splice)[-1]

fit <- grplasso(y ~ ., data = splice, model = LogReg(), lambda = 10,
                contrasts = contr, standardize = TRUE)

pred <- predict(fit)
pred.resp <- predict(fit, type = "response")

## The following points should lie on the sigmoid curve
plot(pred, pred.resp)