predict.relaxo {relaxo} | R Documentation |
Prediction with Relaxed Lasso
## S3 method for class 'relaxo': predict(object, newX = NULL, lambda = NULL, phi = NULL,...)
object |
An object of class relaxo |
newX |
A data frame or matrix containing new data. If not given, the prediction for the original training data is returned. |
lambda |
The penalty parameter for variable selection. |
phi |
The relaxation parameter in the interval [0,1]. |
... |
other arguments (currently ignored). |
A numerical vector, containing the predictions for the new data points (or the fitted values if newX=NULL).
Nicolai Meinshausen nicolai@stat.berkeley.edu
N. Meinshausen, "Relaxed Lasso", Computational Statistics and Data Analysis, to appear. http://www.stat.berkeley.edu/~nicolai