predict {QuantRegGLasso} | R Documentation |
Predict Top-k Coefficient Functions
Description
Predict the top-k coefficient functions based on a qrglasso
class object.
Usage
predict(
qrglasso_object,
metric_type = "BIC",
top_k = 5,
degree = 2,
boundaries = c(0, 1),
is_approx = FALSE
)
Arguments
qrglasso_object |
A |
metric_type |
Character. Metric type for gamma selection, e.g., |
top_k |
Integer. The number of top estimated functions to predict. Default is 5. |
degree |
Integer. Degree of the piecewise polynomial. Default is 2. |
boundaries |
Array. Two boundary points for the piecewise polynomial. Default is c(0, 1). |
is_approx |
Logical. If TRUE, the size of covariate indexes will be 1e6; otherwise, 1e4. Default is FALSE. |
Value
A list containing:
coef_functions |
Matrix. The estimated top-k coefficient functions with dimension ( |
z |
Array. Index predictors used in the generation. |
See Also
Examples
set.seed(123)
n <- 100
p <- 5
L <- 5
Y <- matrix(rnorm(n), n, 1)
W <- matrix(rnorm(n * p * (L - 1)), n, p * (L - 1))
# Call qrglasso with default parameters
result <- qrglasso(Y = Y, W = W, p = p)
estimate <- predict(result)
print(dim(estimate$coef_functions))
[Package QuantRegGLasso version 1.0.0 Index]