R: Predictions on Test Data with Grpreg

grpregPredict {bestglm} | R Documentation

## Predictions on Test Data with Grpreg

### Description

A dataframe is partitioned randomly into training and test samples. The function grpreg::grpreg() is used to fit the training data using Lasso, SCAD and MCP penalty functions. The BIC criterion is used to selecting the penalty parameter lambda.

### Usage

    grpregPredict(Xy, trainFrac = 2/3, XyList=NULL)

### Arguments

`Xy` | a dataframe that may contain factor variables
`trainFrac` | the fraction of data to be used for training
`XyList` | instead of supplying Xy you can provide XyList.

### Value

vector of RMSEs

### See Also

`glmnetPredict`, `glmnetGridTable`, `trainTestPartition`, `grpreg`

### Examples

    grpregPredict(mcdonald)

[Package bestglm version 0.36 Index]