R: make predictions from a "msgps" object.

predict.msgps {msgps} | R Documentation

## make predictions from a "msgps" object.

### Description

This functions predicts fitted values via msgps function.

### Usage

    ## S3 method for class 'msgps'
    predict(object, X, tuning,...)
    ## S3 method for class 'msgps'
    coef(object, tuning,...)

### Arguments

`object` | Fitted `"msgps"` model object.
`X` | Matrix of vector of new input `x`.
`tuning` | Tuning parameter vector `t` where predictions are required. If `tuning` is missing, solutions selected by Cp, bias-corrected AIC (AICC), generalized cross validation (GCV) and BIC are displayed.
`...` | Other parameters

### Value

The object returned depends on type.

### Author(s)

Kei Hirose
mail@keihirose.com

### Examples

    #data
    X <- matrix(rnorm(100*8),100,8)
    beta0 <- c(3,1.5,0,0,2,0,0,0)
    epsilon <- rnorm(100,sd=3)
    y <- X %*% beta0 + epsilon
    y <- c(y)

    #fit
    fit <- msgps(X,y)
    coef(fit) #extract coefficients at t selected by model selection criteria
    coef(fit,c(0, 0.5, 2.5)) #extract coefficients at some values of t
    predict(fit,X[1:10,]) #predict values at t selected by model selection criteria
    predict(fit,X[1:10,],c(0, 0.5, 2.5)) #predict values at some values of t

[Package msgps version 1.3 Index]