predict output matrices from simlr solution

predict output matrices from simlr solution

predictSimlr(x, simsol, targetMatrix, sourceMatrices)

Arguments

x

A list that contains the named matrices.
simsol

the simlr solution
targetMatrix

an optional index that sets a fixed target (outcome) matrix. If not set, each basis set will be used to predict its corresponding matrix.
sourceMatrices

an optional index vector that sets predictor matrices. If not set, each basis set will be used to predict its corresponding matrix.

Value

A list of variance explained, predicted matrices and error metrics:

  • varx: Mean variance explained for u_i predicting x_i.

  • predictions: Predicted x_i matrix.

  • initialErrors: Initial matrix norm.

  • finalErrors: Matrix norm of the error term.

  • aggregateTstats: Summary t-stats for each matrix and each u_i.

  • uOrder: Estimated order of the u_i predictors aggregated over all terms.

Examples

# see simlr examples