predict.xenv: Estimation or prediction for xenv

In therimalaya/envelope: Computing Envelope Estimators in Multivariate Linear Regression

Description

Perform estimation or prediction under the envelope model in predictor space.

Usage

predict.xenv(m, Xnew)

Arguments

m	A list containing estimators and other statistics inherited from xenv.
Xnew	The value of X with which to estimate or predict Y. A p dimensional vector.

Details

This function evaluates the envelope model at new value Xnew. It can perform estimation: find the fitted value when X = Xnew, or prediction: predict Y when X = Xnew. The covariance matrix and the standard errors are also provided.

Value

The output is a list that contains following components.

value	The fitted value or the predicted value evaluated at Xnew.
covMatrix.estm	The covariance matrix of the fitted value at Xnew.
SE.estm	The standard error of the fitted value at Xnew.
covMatrix.pred	The covariance matrix of the predicted value at Xnew.
SE.pred	The standard error of the predicted value at Xnew.

Examples

data(wheatprotein)
X <- wheatprotein[, 1:6]
Y <- wheatprotein[, 7]

m <- xenv(X, Y, 4)
m

pred.res <- predict.xenv(m, X[1, ])
pred.res

therimalaya/envelope documentation built on May 29, 2019, 1:38 p.m.