Predict values using a fitted cv.hfr
model
Usage
# S3 method for cv.hfr
predict(object, newdata = NULL, kappa = NULL, ...)
Arguments
- object
Fitted 'cv.hfr' model.
- newdata
Matrix or data.frame of new values for
x
at which predictions are to be made.- kappa
The hyperparameter used for prediction. If empty, the optimal value is used.
- ...
additional methods passed to
predict
.
Details
Predictions are made by multiplying the newdata
object with the estimated coefficients.
The chosen hyperparameter value to use for predictions can be passed to
the kappa
argument.
Examples
x = matrix(rnorm(100 * 20), 100, 20)
y = rnorm(100)
fit = cv.hfr(x, y, kappa = seq(0, 1, by = 0.1))
predict(fit, kappa = 0.1)
#> [1] -0.194219125 -0.199702053 0.119090312 -0.484572892 0.253596205
#> [6] -0.172225798 -0.055314747 0.088128398 0.028824387 -0.161778861
#> [11] 0.233032011 0.277511469 0.273501924 -0.182696803 -0.004569667
#> [16] 0.426355741 -0.224583396 -0.048418804 -0.369440448 0.106875858
#> [21] 0.062528652 0.113522305 0.048721289 0.017830340 -0.710026725
#> [26] -0.700652933 -0.060455748 -0.412104730 0.132245083 -0.255587315
#> [31] 0.092733731 0.272026897 -0.004281673 -0.026521481 0.167038956
#> [36] 0.075078164 0.367985865 -0.103911380 0.455173700 -0.082462860
#> [41] -0.249820781 0.238452387 0.248208528 -0.060925247 -0.413087819
#> [46] 0.069859617 0.483813889 0.642164414 0.012559837 0.291708200
#> [51] -0.270067614 -0.502883419 -0.050379331 -0.099787863 0.913874513
#> [56] 0.094419501 -0.183000320 0.071755822 -0.499059077 -0.719858041
#> [61] 0.469678113 -0.164804356 -0.437400928 -0.276882648 0.390771921
#> [66] -0.117447385 0.053239121 -0.072746076 -0.446190643 -0.443314289
#> [71] -0.217523417 0.064201484 -0.443802594 -0.377429730 0.564939264
#> [76] 0.482241922 0.061608368 -0.093010721 0.098298305 -0.050459062
#> [81] 0.369420077 -0.153003311 0.330331361 -0.200080260 -0.623773683
#> [86] 0.631202046 -0.133722338 0.062820799 -0.405317164 -0.354616819
#> [91] 0.581267042 -0.371552179 0.005377686 -0.276853221 0.453869691
#> [96] -0.674188811 0.589647686 0.301454394 0.036720326 0.151421097