predict.GAGA {GAGAs}

Get predictions from a GAGA fit object

Description

Gives fitted values from a fitted GAGA object.

Usage

## S3 method for class 'GAGA'
predict(object, newx, ...)

Arguments

object

Fitted "GAGA" object.

newx

Matrix of new values for x at which predictions are to be made. Must be a matrix. If the intercept term needs to be considered in the estimation process, then the first column of X must be all 1s.

...

some other params

Value

Predictions

Examples

set.seed(2022)
p_size = 30
sample_size=300
R1 = 3
R2 = 2
ratio = 0.5 #The ratio of zeroes in coefficients
# Set the true coefficients
zeroNum = round(ratio*p_size)
ind = sample(1:p_size,zeroNum)
beta_true = runif(p_size,0,R2)
beta_true[ind] = 0
X = R1*matrix(rnorm(sample_size * p_size), ncol = p_size)
y=X%*%beta_true + rnorm(sample_size,mean=0,sd=2)
# Estimation
fit = GAGAs(X,y,alpha = 3,family="gaussian")
Eb = fit$beta
#Create testing data
X_t = R1*matrix(rnorm(sample_size * p_size), ncol = p_size)
y_t=X_t%*%beta_true + rnorm(sample_size,mean=0,sd=2)
#Prediction
Ey = predict.GAGA(fit,newx=X_t)

cat("\n err:", norm(Eb-beta_true,type="2")/norm(beta_true,type="2"))
cat("\n acc:", cal.w.acc(as.character(Eb!=0),as.character(beta_true!=0)))
cat("\n perr:", norm(Ey-y_t,type="2")/sqrt(sample_size))