predict.boss {BOSSreg}  R Documentation 
Prediction given new data entries.
Description
This function returns the prediction(s) given new observation(s), for BOSS, where the optimal coefficient vector is chosen via certain selection rule.
Usage
## S3 method for class 'boss'
predict(object, newx, ...)
Arguments
object 
The boss object, returned from calling 'boss' function. 
newx 
A new data entry or several entries. It can be a vector, or a matrix with

... 
Extra arguments to be plugged into 
Details
The function basically calculates x * coef
, where coef
is a coefficient vector chosen by a selection rule. See more details about the default
and available choices of the selection rule in the description of coef.boss
.
Value
The prediction(s) for BOSS.
Examples
## Generate a trivial dataset, X has mean 0 and norm 1, y has mean 0
set.seed(11)
n = 20
p = 5
x = matrix(rnorm(n*p), nrow=n, ncol=p)
x = scale(x, center = colMeans(x))
x = scale(x, scale = sqrt(colSums(x^2)))
beta = c(1, 1, 0, 0, 0)
y = x%*%beta + scale(rnorm(n, sd=0.01), center = TRUE, scale = FALSE)
## Fit the model
boss_result = boss(x, y)
## Get the coefficient vector selected by AICchdf (S3 method for boss)
beta_boss_aicc = coef(boss_result)
# the above is equivalent to the following
beta_boss_aicc = boss_result$beta_boss[, which.min(boss_result$IC_boss$aicc), drop=FALSE]
## Get the fitted values of BOSSAICchdf (S3 method for boss)
mu_boss_aicc = predict(boss_result, newx=x)
# the above is equivalent to the following
mu_boss_aicc = cbind(1,x) %*% beta_boss_aicc
## Repeat the above process, but using Cphdf instead of AICchdf
## coefficient vector
beta_boss_cp = coef(boss_result, method.boss='cp')
beta_boss_cp = boss_result$beta_boss[, which.min(boss_result$IC_boss$cp), drop=FALSE]
## fitted values of BOSSCphdf
mu_boss_cp = predict(boss_result, newx=x, method.boss='cp')
mu_boss_cp = cbind(1,x) %*% beta_boss_cp