predict.srp.c: The Smooth-Rough Partition model prediction

In srp: Smooth-Rough Partitioning of the Regression Coefficients

Description

This function performs the predictions from the results of Smooth-Rough Partition fitting.

Usage

## S3 method for class 'srp.c'
predict(object, x, ...)

Arguments

object	An object of class either 'srp.c', returned by srp.c.
x	A new matrix you wish to fit Smooth-Rough Partition model. The dimension of row is the number of covariates.
...	Further parameters that can be passed to predict.srp.c.

Details

The Smooth-Rough Partition model is described in "Regularised forecasting via smooth-rough partitioning of the regression coefficients", H. Maeng and P. Fryzlewicz (2018), preprint.

Value

yhat	The vector of predicted values.

Author(s)

Hyeyoung Maeng, [e-mail]

See Also

sic.c, srp.c

srp documentation built on May 2, 2019, 9:31 a.m.