Displaying 1 result from an estimated 1 matches for "yhat_enet".
2012 Mar 21
2
glmnet: obtain predictions using predict and also by extracting coefficients
...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)
yhat2 <- testX %*% beta
# does not match
plot(yhat2,yhat_enet)