bestglm: glmnetPredict – R documentation

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glmnetPredict

Glmnet Prediction Using CVAV.

Predict by averaging the predictions from cv.glmnet().

glmnetPredict(XyList, NREP = 15, alpha = 0, nfolds=10, 
 family = c("gaussian", "binomial", "poisson", "multinomial"))

`XyList`	list with components XyTr, XTr, yTr, XTe.
`NREP`	number of replications to use in average
`alpha`	elastic net parameter
`nfolds`	Number of folds, K, in regularized K-fold CV, must be >3 and <=10.
`family`	model

vector with predictions

A. I. McLeod

set.seed(7733551)
out <- trainTestPartition(mcdonald)
round(glmnetGridTable(out),4)
yh <- glmnetPredict(out, NREP=5)
sqrt(mean((out$yTe - yh)^2))

Best Subset GLM and Regression Utilities

v0.37.3

GPL (>= 2)

Authors

A.I. McLeod, Changjiang Xu and Yuanhao Lai

Initial release

2020-03-13