fitted.TRMF: Extract TRMF fitted values.

In TRMF: Temporally Regularized Matrix Factorization

Extract TRMF fitted values.

Description

A function to extract fitted values from a trained TRMF object.

Usage

## S3 method for class 'TRMF'
fitted(object,impute = FALSE,...)

Arguments

object	a trained TRMF object.
impute	logical, should imputed values be returned?
...	other arguments.

Value

Fitted values extracted from object. If impute is TRUE then entire fitted (unscaled and uncentered) matrix is returned, otherwise there are NAs in the same locations as the time series matrix.

Author(s)

Chad Hammerquist

See Also

create_TRMF, TRMF_columns, TRMF_trend

Examples

xm = poly(x = (-10:10)/10,degree=4)
fm = matrix(runif(40),4,10)
Am = xm%*%fm+rnorm(210,0,.2)

# create model
obj = create_TRMF(Am)
out = train(obj)
fitted(out)

TRMF documentation built on June 22, 2024, 10:41 a.m.