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trained
2012 Mar 21
2
glmnet: obtain predictions using predict and also by extracting coefficients
...;- data.train$lpsa
# isolate predictors
data.train <- as.matrix(data.train[,-c(9,10)])
# test data
data.test <- prostate[!prostate$train,]
data.test <- as.matrix(data.test[,-c(9,10)])
# scale test data 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 <-...