Nothing
pred.env.tcond <- function(m, Xnew) {
if (is.null(m$ratio))
stop("The asymptotic distribution part of env.tcond is missing. Rerun env.tcond with asy = T")
r <- ncol(m$Sigma)
n <- m$n
if (is.null(m$Gamma)) {
u <- 0
} else {
u <- ncol(m$Gamma)
}
if (u == 0) {
value <- m$mu
covMatrix.estm <- m$Sigma / n
covMatrix.pred <- (1 + 1 / n) * m$Sigma
} else {
Xnew <- as.matrix(Xnew)
if (nrow(Xnew) == 1)
Xnew <- t(Xnew)
value <- m$mu + m$beta %*% Xnew
temp <- kronecker(Xnew, diag(r))
covMatrix.estm <-
m$Sigma / n + crossprod(temp, m$covMatrix) %*% temp / n
covMatrix.pred <-
(1 + 1 / n) * m$Sigma + crossprod(temp, m$covMatrix) %*% temp / n
}
SE.estm <- sqrt(diag(covMatrix.estm))
SE.pred <- sqrt(diag(covMatrix.pred))
return(
list(
value = value, covMatrix.estm = covMatrix.estm, SE.estm = SE.estm, covMatrix.pred = covMatrix.pred, SE.pred = SE.pred
)
)
}
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