predict.edr: Predict values of the link function for a fitted edr-object

In EDR: Estimation of the Effective Dimension Reduction ('EDR') Space

Description

The function allows to predict values of the link function in a multi-index model with estimated effective dimension reduction space.

Usage

## S3 method for class 'edr'
predict(object, xest, m = 1, h=NULL, method = "sm",...)

Arguments

object	object of class edr
xest	matrix of design points where values of the link function are to be predicted
m	specified dimension of the dimension reduction space.
h	bandwidth, if h=NULL a bandwidth is guessed from the estimation
method	method="sm" requires and uses package sm while method="direct" specifies a local linear smoother.
...	Additional parameters that are currently not evaluated.

Details

This function provides predictions of response values based on a multiindex model analyzed using function edr. It requires specification of the dimension of the dimension reduction space in argument m. Argument method allows to select between two different local smoothers for estimation of values of the link function. The use of method = "sm" requires package sm and is restricted to m<=2, see documentation of package sm. method = "direct" uses an implementation of a local linear smoother. If parameters of the local linear smoother are not identified for a given bandwidth h a kernel smoother or if this is not identified a 1-nearest neighbor estimate is used. The bandwidth is, in case of h=NULL, is determined by generalized cross-validation for sm and as x$h*x$rho in case of the local linear smoother.

Value

List with components.

x	The content of argument xest
fhat	Predicted values of the link function

Note

This function requires package sm if method="sm".

Author(s)

Joerg Polzehl, [e-mail]

References

M. Hristache, A. Juditsky, J. Polzehl and V. Spokoiny (2001). Structure adaptive approach for dimension reduction, The Annals of Statistics. Vol.29, pp. 1537-1566.

J. Polzehl, S. Sperlich (2008). A Note on Stuctural Adaptive Dimension Reduction, Journal of Statistical Computation and Simulation, DOI: 10.1080/00949650801959699

See Also

edr,plot.edr, summary.edr, print.edr, edr.R, edrcv

Examples

require(EDR)
## Not run: demo(edr_ex4)

EDR documentation built on March 26, 2020, 8:42 p.m.