fitted.pgam: Fitted values extraction

In pgam: Poisson-Gamma Additive Models

Fitted values extraction

Description

Method for fitted values extraction.

Usage

## S3 method for class 'pgam'
fitted(object, ...)

Arguments

object	object of class pgam holding the fitted model
...	further arguments passed to method

Details

Actually, the fitted values are worked out by the function predict.pgam. Thus, this method is supposed to turn fitted values extraction easier. See predict.pgam for details on one-step ahead prediction.

Value

Vector of predicted values of the model fitted.

Author(s)

Washington Leite Junger [e-mail] and Antonio Ponce de Leon [e-mail]

References

Harvey, A. C., Fernandes, C. (1989) Time series models for count data or qualitative observations. Journal of Business and Economic Statistics, 7(4):407–417

Junger, W. L. (2004) Semiparametric Poisson-Gamma models: a roughness penalty approach. MSc Dissertation. Rio de Janeiro, PUC-Rio, Department of Electrical Engineering.

See Also

pgam, pgam.fit, predict.pgam

Examples

library(pgam)
data(aihrio)
attach(aihrio)
form <- ITRESP5~f(WEEK)+HOLIDAYS+rain+PM+g(tmpmax,7)+g(wet,3)
m <- pgam(form,aihrio,omega=.8,beta=.01,maxit=1e2,eps=1e-4,optim.method="BFGS")

f <- fitted(m)

pgam documentation built on Aug. 20, 2022, 1:06 a.m.