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rpredictglmnet

What is the 's' argument for in predict.glm() function?

I'm having trouble parsing the help files for the predict() function when using a glmnet()-defined model. I don't see mention of an 's' argument anywhere. However, in the example code below, it appears to be a way to feed a regularization parameter (often labeled lambda).

y_lasso = predict(lasso, X, s = lambda)

What is the s argument for, and where is it documented?

I have tried looking up help on predict, glm.predict, glm.SafePrediction, with no luck.

Solution

  • I think you want the documentation for predict.glmnet.

    s - Value(s) of the penalty parameter lambda at which predictions are required. Default is the entire sequence used to create the model.