predict.sglpath function

Computes prediction

Similar to other predict methods, this functions predicts fitted values from a fitted sglfit object.

## S3 method for class 'sglpath'
predict(
  object,
  newx,
  s = NULL,
  type = c("response"),
  method = c("single", "pooled", "fe"),
  ...
)

Arguments

• object: fitted sglfit model object.
• newx: matrix of new values for x at which predictions are to be made. NOTE: newx must be a matrix, predict function does not accept a vector or other formats of newx.
• s: value(s) of the penalty parameter $lambda$ at which predictions are to be made. Default is the entire sequence used to create the model.
• type: type of prediction required. Only response is available. Gives predicted response for regression problems.
• method: choose between 'single', 'pooled', and 'fe'.
• ...: Not used. Other arguments to predict.

Returns

The object returned depends on type.

Details

s is the new vector at which predictions are to be made. If s is not in the lambda sequence used for fitting the model, the predict function will use linear interpolation to make predictions. The new values are interpolated using a fraction of predicted values from both left and right $lambda$ indices.