predict.prm: Predict method for models of class prm

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

Predictions from a partial robust M regression model.

Usage

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## S3 method for class 'prm'
predict(object, newdata, ...)

Arguments

object

object of class prm.

newdata

optional data frame with new observations.

...

further arguments. Currently not used.

Details

If newdata is specified the prm model is used to predict the fitted values for this data set, otherwise the fitted values of the model are returned.

Value

predict.prm returns a vector of the predicted response.

Author(s)

Sven Serneels, BASF Corp and Irene Hoffmann

References

Hoffmann, I., Serneels, S., Filzmoser, P., Croux, C. (2015). Sparse partial robust M regression. Chemometrics and Intelligent Laboratory Systems, 149, 50-59.

Serneels, S., Croux, C., Filzmoser, P., Van Espen, P.J. (2005). Partial Robust M-Regression. Chemometrics and Intelligent Laboratory Systems, 79, 55-64.

See Also

prms, prmsCV

Examples

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set.seed(5023)
U <- c(rep(2,20), rep(5,30))
X <- replicate(6, U+rnorm(50))
beta <- c(rep(1, 3), rep(-1,3))
e <- c(rnorm(45,0,1.5),rnorm(5,-20,1))
y <- X%*%beta + e
d <- as.data.frame(X)
d$y <- y
mod <- prms(y~., data=d, a=2, fun="Hampel")

dnew <- as.data.frame(replicate(6, U+rnorm(10)))
ynewp <- predict(mod, newdata=dnew)

sprm documentation built on May 2, 2019, 9:57 a.m.