fitted.transreg {transreg} | R Documentation |
Fitted values
Description
Extracts fitted values
Usage
## S3 method for class '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 39(12):btad680. doi:10.1093/bioinformatics/btad680. (Click here to access PDF.)
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)
#--- predicted values ---
y1_hat <- predict(object,newx=X1)
mean((y1-y1_hat)^2) # increase in MSE?
[Package transreg version 1.0.3 Index]