Make Predictions

Predicts outcome

Usage

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

Arguments

object

object of class transreg

newx

features: matrix with \(n\) rows (samples) and \(p\) columns (variables)

stack

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

...

(not applicable)

Value

Returns predicted values or predicted probabilities. The output is a column vector with one entry for each 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,]

#--- glmnet (without prior effects) ---
object <- glmnet::cv.glmnet(y=y0,x=X0)
y_hat <- predict(object,newx=X1,s="lambda.min")
mean((y1-y_hat)^2)
#> [1] 493.8406

#--- transreg (with prior effects) ---
object <- transreg(y=y0,X=X0,prior=prior)
y_hat <- predict(object,newx=X1)
mean((y1-y_hat)^2) # decrease in MSE?
#> [1] 265.7714