predict.pre {pre}

Predicted values based on final prediction rule ensemble

Description

predict.pre generates predictions based on the final prediction rule ensemble, for training or new (test) observations

Usage

## S3 method for class 'pre'
predict(
  object,
  newdata = NULL,
  type = "link",
  penalty.par.val = "lambda.1se",
  ...
)

Arguments

object

object of class pre.

newdata

optional data.frame of new (test) observations, including all predictor variables used for deriving the prediction rule ensemble.

type

character string. The type of prediction required; the default type = "link" is on the scale of the linear predictors. Alternatively, for count and factor outputs, type = "response" may be specified to obtain the fitted mean and fitted probabilities, respectively; type = "class" returns the predicted class membership.

penalty.par.val

character or numeric. Value of the penalty parameter \lambda to be employed for selecting the final ensemble. The default "lambda.min" employs the \lambda value within 1 standard error of the minimum cross-validated error. Alternatively, "lambda.min" may be specified, to employ the \lambda value with minimum cross-validated error, or a numeric value >0 may be specified, with higher values yielding a sparser ensemble. To evaluate the trade-off between accuracy and sparsity of the final ensemble, inspect pre_object$glmnet.fit and plot(pre_object$glmnet.fit).

...

further arguments to be passed to predict.cv.glmnet.

Details

If newdata is not provided, predictions for training data will be returned.

See Also

pre, plot.pre, coef.pre, importance.pre, cvpre, interact, print.pre, predict.cv.glmnet

Examples

set.seed(1)
train <- sample(1:sum(complete.cases(airquality)), size = 100)
set.seed(42)
airq.ens <- pre(Ozone ~ ., data = airquality[complete.cases(airquality),][train,])
predict(airq.ens)
predict(airq.ens, newdata = airquality[complete.cases(airquality),][-train,])