pred.genv: Estimation or prediction for genv

In Renvlp: Computing Envelope Estimators

Estimation or prediction for genv

Description

Perform estimation or prediction under the groupwise envelope model.

Usage

pred.genv(m, Xnew, Znew)

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.
Znew	A group indicator of X.

Details

This function evaluates the envelope model at new value Xnew. It can perform estimation: find the fitted value when X = Xnew with a group indicator Z = Znew, or prediction: predict Y when X = Xnew with a group indicator Z = Znew. 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 Znew.
covMatrix.estm	The covariance matrix of the fitted value at Znew.
SE.estm	The standard error of the fitted value at Znew.
covMatrix.pred	The covariance matrix of the predicted value at Znew.
SE.pred	The standard error of the predicted value at Znew.

Examples

data(fiberpaper)
X <- fiberpaper[ , c(5, 7)]
Y <- fiberpaper[ , 1:3]
Z <- as.numeric(fiberpaper[ , 6] > mean(fiberpaper[ , 6]))
u <- u.genv(X, Y, Z)
u

m <- genv(X, Y, Z, 2)
m

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

Renvlp documentation built on Oct. 11, 2023, 1:06 a.m.