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GMDHreg (version 0.2.3)

predict.mia: Predict GMDH MIA object

Description

Calculates GMDH MIA model predictions for new data.

Usage

# S3 method for mia
predict(object, newdata, ...)

Value

A matrix with predictions.

Arguments

object

an object of class 'mia'

newdata

matrix containing dependent variables in the model, wich the predictions are calculated.

...

other undocumented arguments

Examples

Run this code
set.seed(123)
x <- matrix(data = c(rnorm(1000)), ncol = 5, nrow = 200)
colnames(x) <- c("a", "b", "c", "d", "e")
y <- matrix(data = c(10 + x[, "a"] * x[, "e"]^3), ncol = 1)
colnames(y) <- "y"
x.test <- x[1:10, ]
y.test <- y[1:10]
x <- x[-c(1:10), ]
y <- y[-c(1:10)]

mod <- gmdh.mia(X = x, y = y, prune = 5, criteria = "PRESS")
pred <- predict(mod, x.test)
summary(sqrt((pred - y.test)^2))

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