## ----setup, include = FALSE---------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ------------------------------------------------------------------------ library(SAFEPG) set.seed(1) n <- 100 # Number of observations p <- 5 # Number of predictors # Simulating data x <- matrix(rnorm(n * p), nrow = n, ncol = p) beta_true <- rep(0.1, 5) gamma_true <- c(rep(1, 3), -1, -1) mu <- x %*% beta_true k <- rpois(n, lambda = exp(mu)) alpha_val <- 1 theta <- exp(x %*% gamma_true) / alpha_val y <- rgamma(n, shape = alpha_val, scale = theta) # Fit the model lambda_val <- 1 fit <- safe(x, y, k, lambda = lambda_val, ind_p = c(1, 1, 1, 0, 0)) ## ------------------------------------------------------------------------ lambda_seq <- 10^seq(2, -8, length.out = 5) # Lambda sequence cv.fit <- eccv.safe(x, y, k, lambda = lambda_seq, ind_p = c(1, 1, 1, 0, 0)) ## ------------------------------------------------------------------------ # Extract coefficients from the fitted model coef(fit) # Make predictions on new data set.seed(234) newx <- matrix(rnorm(n * p), nrow = n, ncol = p) predictions <- predict(fit, newx)