predict.cv.hqreg {hqreg} | R Documentation |
Model predictions based on "cv.hqreg" object.
Description
This function makes predictions from a cross-validated hqreg model, using the stored fit
and the optimal value chosen for lambda
.
Usage
## S3 method for class 'cv.hqreg'
predict(object, X, lambda = c("lambda.1se","lambda.min"),
type = c("response","coefficients","nvars"), ...)
## S3 method for class 'cv.hqreg'
coef(object, lambda = c("lambda.1se","lambda.min"), ...)
Arguments
object |
Fitted |
X |
Matrix of values at which predictions are to be made. Used only for |
lambda |
Values of the regularization parameter |
type |
Type of prediction. |
... |
Not used. Other arguments to predict. |
Value
The object returned depends on type.
Author(s)
Congrui Yi <congrui-yi@uiowa.edu>
References
Yi, C. and Huang, J. (2016)
Semismooth Newton Coordinate Descent Algorithm for
Elastic-Net Penalized Huber Loss Regression and Quantile Regression,
https://arxiv.org/abs/1509.02957
Journal of Computational and Graphical Statistics, accepted in Nov 2016
http://www.tandfonline.com/doi/full/10.1080/10618600.2016.1256816
See Also
Examples
X = matrix(rnorm(1000*100), 1000, 100)
beta = rnorm(10)
eps = 4*rnorm(1000)
y = drop(X[,1:10] %*% beta + eps)
cv = cv.hqreg(X, y, seed = 1011)
predict(cv, X[1:5,])
predict(cv, X[1:5,], lambda = "lambda.min")
predict(cv, X[1:5,], lambda = 0.05)