R: Predictions or log predictive densities from a reference...

predict.refmodel {projpred} | R Documentation

## Predictions or log predictive densities from a reference model

### Description

This is the `predict()` method for `refmodel` objects (returned by `get_refmodel()` or `init_refmodel()`). It offers three types of output which are all based on the reference model and new (or old) observations: Either the linear predictor on link scale, the linear predictor transformed to response scale, or the log predictive density.

### Usage

    ## S3 method for class 'refmodel'
    predict(
      object,
      newdata = NULL,
      ynew = NULL,
      offsetnew = NULL,
      weightsnew = NULL,
      type = "response",
      ...
    )

### Arguments

`object` | An object of class `refmodel` (returned by `get_refmodel()` or `init_refmodel()`).
`newdata` | Passed to argument `newdata` of the reference model's `extract_model_data` function (see `init_refmodel()`). Provides the predictor (and possibly also the response) data for the new (or old) observations. May also be `NULL` (see argument `extract_model_data` of `init_refmodel()`). If not `NULL`, any `NA`s will trigger an error.
`ynew` | If not `NULL`, then this needs to be a vector of new (or old) response values. See section "Value" below.
`offsetnew` | Passed to argument `orhs` of the reference model's `extract_model_data` function (see `init_refmodel()`). Used to get the offsets for the new (or old) observations.
`weightsnew` | Passed to argument `wrhs` of the reference model's `extract_model_data` function (see `init_refmodel()`). Used to get the weights for the new (or old) observations.
`type` | Only relevant if `is.null(ynew)`. The scale on which the predictions are returned, either `"link"` or `"response"` (see `predict.glm()` but note that `predict.refmodel()` does not adhere to the typical R convention of a default prediction on link scale). For both scales, the predictions are averaged across the posterior draws.
`...` | Currently ignored.

### Details

Argument `weightsnew` is only relevant if `!is.null(ynew)`.

### Value

Either a vector of predictions (with the scale depending on argument `type`) or, if `!is.null(ynew)`, a vector of log predictive densities evaluated at `ynew`.

[Package projpred version 2.1.1 Index]