Fitted values

Extracts fitted values

Usage

# S3 method for transreg
fitted(object, stack = NULL, ...)

Arguments

object

object of class transreg

stack

character "sta" (standard stacking) or "sim" (simultaneous stacking)

...

(not applicable)

Value

Returns fitted values. The output is a numerical vector with one entry for sample.

References

Armin Rauschenberger, Zied Landoulsi, Mark A. van de Wiel, and Enrico Glaab (2023). "Penalised regression with multiple sets of prior effects". Bioinformatics (In press). doi:10.1093/bioinformatics/btad680 armin.rauschenberger@uni.lu

See also

Methods for objects of class transreg include coef and predict.

Examples

#--- simulation ---
set.seed(1)
n0 <- 100; n1 <- 10000; n <- n0 + n1; p <- 500
X <- matrix(rnorm(n=n*p),nrow=n,ncol=p)
beta <- rnorm(p)
prior <- beta + rnorm(p)
y <- X %*% beta

#--- train-test split ---
foldid <- rep(c(0,1),times=c(n0,n1))
y0 <- y[foldid==0]
X0 <- X[foldid==0,]
y1 <- y[foldid==1]
X1 <- X[foldid==1,]

object <- transreg(y=y0,X=X0,prior=prior)

#--- fitted values ---
y0_hat <- fitted(object)
mean((y0-y0_hat)^2)
#> [1] 112.1512

#--- predicted values ---
y1_hat <- predict(object,newx=X1)
mean((y1-y1_hat)^2) # increase in MSE?
#> [1] 270.4335