fitted_values_cv {plasso} | R Documentation |
Fitted values for a subset of active variables
Description
fitted_values_cv
extracts the active set from X^TX
and
X^Ty
to get out-of-sample predictions
for a matrix already containing only the active variables.
The function is only relevant for cases where at least one variable is selected.
Usage
fitted_values_cv(XtX_all, Xty_all, x_pred, nm_act)
Arguments
XtX_all |
Cross product of all covariates |
Xty_all |
Cross product of covariates and outcome |
x_pred |
Covariates matrix of the prediction sample |
nm_act |
Names of active variables |
Value
Fitted values in the prediction sample.
[Package plasso version 0.1.2 Index]