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 2.1.2 Index]