pred.env: Estimation or prediction for env

View source: R/pred.env.R

pred.envR Documentation

Estimation or prediction for env

Description

Perform estimation or prediction under the response envelope model.

Usage

pred.env(m, Xnew)

Arguments

m

A list containing estimators and other statistics inherited from env.

Xnew

The value of X with which to estimate or predict Y. A p dimensional vector.

Details

This function evaluates the envelope model at new value Xnew. It can perform estimation: find the fitted value when X = Xnew, or prediction: predict Y when X = Xnew. The covariance matrix and the standard errors are also provided.

Value

The output is a list that contains following components.

value

The fitted value or the predicted value evaluated at Xnew.

covMatrix.estm

The covariance matrix of the fitted value at Xnew.

SE.estm

The standard error of the fitted value at Xnew.

covMatrix.pred

The covariance matrix of the predicted value at Xnew.

SE.pred

The standard error of the predicted value at Xnew.

Examples

data(wheatprotein)
X <- wheatprotein[, 8]
Y <- wheatprotein[, 1:6]
u <- u.env(X, Y)
u

m <- env(X, Y, 1)
m

X <- as.matrix(X)
pred.res <- pred.env(m, X[2, ])
pred.res


Renvlp documentation built on Aug. 8, 2022, 1:06 a.m.

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