| pred.xenv {Renvlp} | R Documentation |
Estimation or prediction for xenv
Description
Perform estimation or prediction under the predictor envelope model.
Usage
pred.xenv(m, Xnew)
Arguments
m |
A list containing estimators and other statistics inherited from xenv. |
Xnew |
The value of X with which to estimate or predict Y. A p dimensional vector. |
Details
This function evaluates the 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(wheatprotein)
X <- wheatprotein[, 1:6]
Y <- wheatprotein[, 7]
m <- xenv(X, Y, 2)
m
pred.res <- pred.xenv(m, X[1, ])
pred.res