R: Predict method for COBS Fits

predict.cobs {cobs} | R Documentation

## Predict method for COBS Fits

### Description

Compute predicted values and simultaneous or pointwise confidence bounds for `cobs` objects.

### Usage

    ## S3 method for class 'cobs'
    predict(object, z, deriv = 0L,
            minz = knots[1], maxz = knots[nknots], nz = 100,
            interval = c("none", "confidence", "simultaneous", "both"),
            level = 0.95, ...)

### Arguments

`object` | object of class `cobs`.
`z` | vector of grid points at which the fitted values are evaluated; defaults to an equally spaced grid with `nz` grid points between `minz` and `maxz`. Note that now `z` may lie outside of the knots interval which was not allowed originally.
`deriv` | scalar integer specifying (the order of) the derivative that should be computed.
`minz` | numeric needed if `z` is not specified; defaults to `min(x)` or the first knot if `knots` are given.
`maxz` | analogous to `minz`; defaults to `max(x)` or the last knot if `knots` are given.
`nz` | number of grid points in `z` if that is not given; defaults to 100.
`interval` | type of interval calculation, see below
`level` | confidence level
`...` | further arguments passed to and from methods.

### Value

a matrix of predictions and bounds if `interval` is set (not "none"). The columns are named `z`, `fit`, further `cb.lo` and `cb.up` for the `simultaneous` confidence band, and `ci.lo` and `ci.up` the pointwise `confidence` intervals according to specified `level`.

If `z` has been specified, it is unchanged in the result.

### Author(s)

Martin Maechler, based on He and Ng's code in `cobs()`.

### See Also

`cobs` the model fitting function.

### Examples

    example(cobs) # continuing :
    (pRbs <- predict(Rbs))
    #str(pSbs <- predict(Sbs, xx, interval = "both"))
    str(pSbs <- predict(Sbs, xx, interval = "none"))

    plot(x,y, xlim = range(xx), ylim = range(y, pSbs[,2], finite = TRUE),
         main = "COBS Median smoothing spline, automatical lambda")
    lines(pSbs, col = "red")
    lines(spline(x,f.true), col = "gray40")
    #matlines(pSbs[,1], pSbs[,-(1:2)],
    #         col= rep(c("green","blue"),c(2,2)), lty=2)

[Package cobs version 1.3-3 Index]