| pred.henv {Renvlp} | R Documentation |
Estimation or prediction for henv
Description
Perform estimation or prediction under the heteroscedastic envelope model.
Usage
pred.henv(m, Xnew)
Arguments
m |
A list containing estimators and other statistics inherited from henv. |
Xnew |
The value of X with which to estimate or predict Y. An r by 1 vector. |
Details
This function evaluates the heteroscedastic envelope model at new value Xnew. It can perform estimation: find the fitted value when X = Xnew, or prediction: predict Y when X = Xnew. The covariance matrix and the standard errors are also provided.
Value
The output is a list that contains following components.
value |
The fitted value or the predicted value evaluated at Xnew. |
covMatrix.estm |
The covariance matrix of the fitted value at Xnew. |
SE.estm |
The standard error of the fitted value at Xnew. |
covMatrix.pred |
The covariance matrix of the predicted value at Xnew. |
SE.pred |
The standard error of the predicted value at Xnew. |
Examples
data(waterstrider)
X <- waterstrider[ , 1]
Y <- waterstrider[ , 2:5]
## Not run: m <- henv(X, Y, 2)
## Not run: pred.res <- pred.henv(m, X[2])