svcPredict {telefit} | R Documentation |
Make predictions using a fitted varying coefficient model
Description
Make predictions using a fitted varying coefficient model
Usage
svcPredict(
fit,
Xn = NULL,
Zn = NULL,
stData = NULL,
stDataNew = NULL,
burn = 0,
cat.probs = c(1/3, 2/3),
conf = 0.95
)
Arguments
fit |
svcFit object containing posterior samples |
Xn |
[nr*nt, p] matrix of local covariates at new timepoint |
Zn |
[nr, nt] matrix of remote covariates at new timepoints |
stData |
Object with class 'stData' containing data needed to fit this model. The data is used to compute empirical quantiles for making categorical predictions. |
stDataNew |
object of class stData that includes information needed for making forecasts. |
burn |
number of posterior samples to burn from fit |
cat.probs |
vector of probabilities for also returning categorical predictions from the posterior prediction samples; NULL otherwise |
conf |
Parameter specifying the HPD level to compute for posterior predictive samples |
Examples
library(fields)
library(mvtnorm)
set.seed(2018)
# set key parameters
dims = list(N=100, nt=3, k=2, p=2)
params = list(sigmasq=.2, rho=.3, eps=.5, nu=.5)
# generate parameters and data
coords = matrix( runif(2 * dims$N), ncol = 2 )
X = matrix( rnorm(dims$p * dims$N * dims$nt), ncol = dims$p )
beta = c(-1, .5)
z = matrix( rnorm(dims$k * dims$nt), ncol = dims$nt)
H = maternCov(rdist.earth(coords), scale = params$sigmasq, range = params$rho,
smoothness = params$nu, nugget = params$sigmasq * params$eps)
Hinv = solve(H)
Tm = matrix(c(.5,.2, .2, .5), ncol=2)/2
theta = kronSamp(Hinv, Tm)
# generate response
xb = X %*% beta
zt = as.numeric(apply(z, 2, function(d) {
kronecker(diag(dims$N), t(d)) %*% theta }))
w = kronSamp(diag(dims$nt), H)
y = xb + zt + w
# fit model
it = 100
priors = list(
T = list(Psi = .1*diag(dims$k), nu = dims$k),
beta = list(Linv = diag(dims$p) * 1e-2),
sigmasq = list(a=2, b=1),
rho = list(L=0, U=1),
cov = list(nu=.5)
)
fit = svcFit(y=y, X=X, z=z, coords=coords, priors=priors, nSamples=it)
#
# predict at new timepoints
#
# generate parameters and data
nt0 = 3
Xn = matrix( rnorm(dims$p * dims$N * nt0), ncol = dims$p )
zn = matrix( rnorm(dims$k * nt0), ncol = nt0)
# generate response
xbn = Xn %*% beta
ztn = as.numeric(apply(zn, 2, function(d) {
kronecker(diag(dims$N), t(d)) %*% theta }))
wn = kronSamp(diag(nt0), H)
yn = xbn + ztn + wn
# predict responses
pred = svcPredict(fit, Xn, zn, burn = 50)
[Package telefit version 1.0.3 Index]