R: Predict method for selm-class objects

predict.selm {sn} | R Documentation

## Predict method for selm-class objects

### Description

Predicted values based on a model object produced by `selm` with univariate response.

### Usage

      ## S3 method for class 'selm'
    predict(object, newdata, param.type = "CP",
               interval = "none", level = 0.95, na.action = na.pass, ...)

### Arguments

`object` | an object of class `selm` as produced by a call to function `selm` with univariate response.
`newdata` | an optional data frame in which to look for variables with which to predict. If omitted, the fitted values are used.
`param.type` | a character string with the required parameterization; it must be one of `"CP"`, `"DP"`, `"pseudo-CP"`, or possibly their equivalent lowercase.
`interval` | type of interval calculation among `"none", "confidence", "prediction"`; it can be abbreviated.
`level` | tolerance/confidence level (default value is `0.95`).
`na.action` | function determining what should be done with missing values in newdata. The default is to predict `NA`.
`...` | not used, only there for compatibility reasons.

### Details

Predicted values are obtained by evaluating the regression function in the dataframe `newdata` (which defaults to `model.frame(object)`). Setting `interval` other than `"none"` produces computation of confidence or prediction (tolerance) intervals at the specified level.

If `newdata` is omitted the predictions are based on the data used for the fit.

The action taken in case of missing data is regulated by argument `na.action`, along the lines of function `predict.lm`.

A detailed description of the methodology underlying `predict.selm` is available in the technical note of Azzalini (2016).

### Value

a vector of predictions (if `interval="none"`) or a matrix of predictions and bounds with column names `fit`, `lwr`, and `upr`, if `interval` is set.

### Author(s)

Adelchi Azzalini

### References

Azzalini, A. (2016). Derivation of various types of intervals from a `selm` object. Technical note distributed with the documentation of the R package `sn`, in file `selm-intervals.pdf` within section ‘User guide, package vignettes and other documentation’.

### See Also

`selm`, `summary.selm`,

`makeSECdistr` for the CP/DP parameterizations,

`predict.lm` for usage of `na.action`

### Examples

    data(barolo)
    attach(barolo)
    A75 <- (reseller=="A" & volume==75)
    detach(barolo)
    m3 <- selm(log(price, 10) ~ age, data=barolo[A75,], family="ST")

[Package sn version 1.5-3 Index]