predict.fRegress: Predict method for Functional Regression

predict.fRegressR Documentation

Predict method for Functional Regression

Description

Model predictions for object of class fRegress.

Usage

## S3 method for class 'fRegress'
predict(object, newdata=NULL, se.fit = FALSE,
     interval = c("none", "confidence", "prediction"),
     level = 0.95, ...)

Arguments

object

Object of class inheriting from fRegress

newdata

Either NULL or a list matching object$xfdlist.

If(is.null(newdata)) predictions <- object$yhatfdobj

If newdata is a list, predictions = the sum of either

newdata[i] * betaestfdlist[i] if object$yfdobj has class fd

or

inprod(newdata[i], betaestfdlist[i]) if class(object$yfdobj) = numeric.

se.fit

a switch indicating if standard errors of predictions are required

NOTE: se.fit = TRUE is NOT IMPLEMENTED YET.

interval

type of prediction (response or model term)

NOTE: Only "intervale = 'none'" has been implemented so far.

level

Tolerance/confidence level

...

additional arguments for other methods

Details

1. Without newdata, fit <- object$yhatfdobj.

2. With newdata, if(class(object$y) == 'numeric'), fit <- sum over i of inprod(betaestlist[i], newdata[i]). Otherwise, fit <- sum over i of betaestlist[i] * newdata[i].

3. If(se.fit | (interval != 'none')) compute se.fit, then return whatever is desired.

Value

The predictions produced by predict.fRegress are either a vector or a functional parameter (class fdPar) object, matching the class of object$y.

If interval is not "none", the predictions will be multivariate for object$y and the requested lwr and upr bounds. If object$y is a scalar, these predictions are returned as a matrix; otherwise, they are a multivariate functional parameter object (class fdPar).

If se.fit is TRUE, predict.fRegress returns a list with the following components:

fit

vector or matrix or univariate or multivariate functional parameter object depending on the value of interval and the class of object$y.

se.fit

standard error of predicted means

Author(s)

Spencer Graves

See Also

fRegress predict

Examples

##
## vector response with functional explanatory variable
##

annualprec <- log10(apply(CanadianWeather$dailyAv[,,
                   "Precipitation.mm"], 2,sum))
smallbasis  <- create.fourier.basis(c(0, 365), 25)
tempfd <- smooth.basis(day.5,
   CanadianWeather$dailyAv[,,"Temperature.C"], smallbasis)$fd
precip.Temp.f <- fRegress(annualprec ~ tempfd)

precip.Temp.p <- predict(precip.Temp.f)

# plot response vs. fitted 
oldpar <- par(no.readonly=TRUE)
plot(annualprec, precip.Temp.p)
par(oldpar)

fda documentation built on May 31, 2023, 9:19 p.m.