glmnetPredict {bestglm}

Glmnet Prediction Using CVAV.

Description

Predict by averaging the predictions from cv.glmnet().

Usage

glmnetPredict(XyList, NREP = 15, alpha = 0, nfolds=10, 
 family = c("gaussian", "binomial", "poisson", "multinomial"))

Arguments

XyList

list with components XyTr, XTr, yTr, XTe.

NREP

number of replications to use in average

alpha

elastic net parameter

nfolds

Number of folds, K, in regularized K-fold CV, must be >3 and <=10.

family

model

Value

vector with predictions

Author(s)

A. I. McLeod

See Also

trainTestPartition, glmnetGridTable, glmnet, cv.glmnet, predict.glmnet

Examples

set.seed(7733551)
out <- trainTestPartition(mcdonald)
round(glmnetGridTable(out),4)
yh <- glmnetPredict(out, NREP=5)
sqrt(mean((out$yTe - yh)^2))