| pred.rrenv.apweights {Renvlp} | R Documentation |
Estimation or prediction for rrenv.apweights
Description
Perform estimation or prediction under the reduced rank envelope model with nonconstant error covariance.
Usage
pred.rrenv.apweights(m, Xnew)
Arguments
m |
A list containing estimators and other statistics inherited from rrenv.apweights. |
Xnew |
The value of X with which to estimate or predict Y. A p dimensional vector. |
Details
This function evaluates the reduced rank envelope model that accommodates nonconstant error covariance 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(vehicles)
X <- vehicles[, 1:11]
Y <- vehicles[, 12:15]
X <- scale(X)
Y <- scale(Y) # The scales of Y are vastly different, so scaling is reasonable here
## Not run: m <- rrenv.apweights(X, Y, 3, 2)
## Not run: m
## Not run: X <- as.matrix(X)
## Not run: pred.res <- pred.rrenv.apweights(m, X[2, ])
## Not run: pred.res