Nothing
pred2.env <- function(X, Y, u, Xnew) {
X <- as.matrix(X)
a <- dim(Y)
n <- a[1]
r <- a[2]
p <- ncol(X)
Xnew <- as.matrix(Xnew)
if (nrow(Xnew) == 1) Xnew <- t(Xnew)
A <- qr.Q(qr(Xnew), complete = TRUE)
Ainv <- solve(A)
Z <- tcrossprod(X, Ainv)
X1 <- Z[, 1]
X2 <- Z[, 2:p]
# u <- u.penv(X1, X2, Y)$u.bic
fit <- penv(X1, X2, Y, u)
X1new <- Ainv[1, ] %*% Xnew
X2new <- Ainv[2:p, ] %*% Xnew
tmp <- pred.penv(fit, X1new, X2new)
return(list(value = tmp$value, covMatrix.estm = tmp$covMatrix.estm, SE.estm = tmp$SE.estm, covMatrix.pred = tmp$covMatrix.pred, SE.pred = tmp$SE.pred))
}
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