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

OHPL.RMSEP(object, newx, newy)

Arguments

object

An An object of class OHPL fitted by OHPL.

newx

Predictor matrix of the new data.

newy

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

Value

A list of the performance metrics.

Examples

# 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$RMSEP
#> [1] 4.87666
perf$Q2
#> [1] 0.6026672
perf$MAE
#> [1] 3.930114