predict.WH_2d {WH}

Prediction for a Whittaker-Henderson Fit

Description

Extrapolate the Whittaker-Henderson fit for new observations in a way that is consistent with the initial model fit.

Usage

## S3 method for class 'WH_2d'
predict(object, newdata = NULL, ...)

Arguments

object

An object of class "WH_2d" returned by the WH_2d() function

newdata

A list containing two vectors indicating the new observation positions

...

Not used

Value

An object of class "WH_2d" with additional components y_pred and std_y_pred corresponding to the model predictions and associated standard deviations.

Examples

keep_age <- which(rowSums(portfolio_LTC$ec) > 5e2)
keep_duration <- which(colSums(portfolio_LTC$ec) > 1e3)

d  <- portfolio_LTC$d[keep_age, keep_duration]
ec <- portfolio_LTC$ec[keep_age, keep_duration]

fit <- WH_2d(d, ec)
newdata <- list(age = 50:99, duration = 0:19)
pred <- predict(fit, newdata)
plot(pred)