This function makes predictions on new data and computes the performance evaluation metrics RMSEP, MAE, and Q2.

OHPL.RMSEP(object, newx, newy)

object | An An object of class |
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newx | Predictor matrix of the new data. |

newy | Response matrix of the new data (matrix with one column). |

A list of the performance metrics.

# generate simulation data dat <- OHPL.sim( n = 100, p = 100, rho = 0.8, coef = rep(1, 10), snr = 3, p.train = 0.5, seed = 1010 ) # split training and test set x <- dat$x.tr y <- dat$y.tr x.test <- dat$x.te y.test <- dat$y.te # fit the OHPL model fit <- OHPL(x, y, maxcomp = 3, gamma = 0.5, G = 10, type = "max") # compute evaluation metric RMSEP, Q2 and MAE for the test set perf <- OHPL.RMSEP(fit, x.test, y.test) perf$RMSEP#> [1] 4.87666perf$Q2#> [1] 0.6026672perf$MAE#> [1] 3.930114