predict.srp.c {srp}

The Smooth-Rough Partition model prediction

Description

This function performs the predictions from the results of Smooth-Rough Partition fitting.

Usage

## S3 method for class 'srp.c'
predict(object, x, ...)

Arguments

object

An object of class either 'srp.c', returned by srp.c.

x

A new matrix you wish to fit Smooth-Rough Partition model. The dimension of row is the number of covariates.

...

Further parameters that can be passed to predict.srp.c.

Details

The Smooth-Rough Partition model is described in "Regularised forecasting via smooth-rough partitioning of the regression coefficients", H. Maeng and P. Fryzlewicz (2018), preprint.

Value

yhat

The vector of predicted values.

Author(s)

Hyeyoung Maeng, [e-mail]

See Also

sic.c, srp.c