Prediction for Hierarchical Shared Lasso

# S3 method for vennLasso
predict(
  object,
  newx,
  group.mat,
  s = NULL,
  use.refit = FALSE,
  type = c("link", "response", "coefficients", "nonzero", "class", "nvars", "median",
    "survival"),
  ...
)

Arguments

object

fitted vennLasso object

newx

new matrix for predictions

group.mat

A matrix of the group memberships for now. Ignore the rest: A list of length equal to the number of groups containing vectors of integers indicating the variable IDs for each group. For example, groups=list(c(1,2), c(2,3), c(3,4,5)) specifies that Group 1 contains variables 1 and 2, Group 2 contains variables 2 and 3, and Group 3 contains variables 3, 4, and 5. Can also be a matrix of 0s and 1s with the number of columns equal to the number of groups and the number of rows equal to the number of variables. A value of 1 in row i and column j indicates that variable i is in group j and 0 indicates that variable i is not in group j.

s

lambda value for the predictions. defaults to all values computed in the vennLasso object

use.refit

Should the refitted beta estimates be used for prediction? Defaults to FALSE. If TRUE then the beta estimates from the model refit on just the selected covariates are used

type

type of predictions to be made. type = "median" is for the median survival time and type = "survival" is for the predicted hazard function

...

parameters to be passed to vennLasso

Value

predictions or coefficients