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glmnet
2012 Mar 21
2
glmnet: obtain predictions using predict and also by extracting coefficients
...by using means and sd from training data
trainMeans <- apply(data.train,2,mean)
trainSDs <- apply(data.train,2,sd)
# create standardized test data
data.test.std <- sweep(data.test, 2, trainMeans)
data.test.std <- sweep(data.test.std, 2, trainSDs, "/")
# fit training model
myglmnet =cv.glmnet(data.train,y)
# predictions by using predict function
yhat_enet <- predict(myglmnet,newx=data.test, s="lambda.min")
# attempting to get predictions by using coefficients
beta <- as.vector( t(coef(myglmnet,s="lambda.min")))
testX <- cbind(1,data.test.std...