fitted.enetLTS

0th

Percentile

the fitted values from the "enetLTS" object.

A numeric vector which extract fitted values from the current model.

Keywords
regression, classification
Usage
# S3 method for enetLTS
fitted(object,vers=c("reweighted","raw","both"),type=c("response","class"),...)
Arguments
object

the model fit from which to extract fitted values.

vers

a character string specifying for which fit to make predictions. Possible values are "reweighted" (the default) for predicting values from the reweighted fit, "raw" for predicting values from the raw fit, or "both" for predicting values from both fits.

type

type of prediction required. type="response" gives the fitted probabilities for "binomial" and gives the fitted values for "gaussian". type="class" is available only for "binomial" model, and produces the class label corresponding to the maximum probability.

additional arguments from the enetLTS object if needed.

Value

A numeric vector containing the requested fitted values.

See Also

enetLTS, predict.enetLTS, residuals.enetLTS

Aliases
  • fitted.enetLTS
Examples
# NOT RUN {
## for gaussian

set.seed(86)
n <- 100; p <- 25                             # number of observations and variables
beta <- rep(0,p); beta[1:6] <- 1              # 10% nonzero coefficients
sigma <- 0.5                                  # controls signal-to-noise ratio
x <- matrix(rnorm(n*p, sigma),nrow=n)
e <- rnorm(n,0,1)                             # error terms
eps <- 0.1                                    # contamination level
m <- ceiling(eps*n)                           # observations to be contaminated
eout <- e; eout[1:m] <- eout[1:m] + 10        # vertical outliers
yout <- c(x %*% beta + sigma * eout)          # response
xout <- x; xout[1:m,] <- xout[1:m,] + 10      # bad leverage points

# }
# NOT RUN {
fit1 <- enetLTS(xout,yout,alphas=0.5,lambdas=0.05,plot=FALSE)
fitted(fit1)
fitted(fit1,vers="raw")
fitted(fit1,vers="both")
fitted(fit1,vers="reweighted",type="response")
# }
# NOT RUN {
## for binomial
eps <-0.05                                     # %10 contamination to only class 0
m <- ceiling(eps*n)
y <- sample(0:1,n,replace=TRUE)
xout <- x
xout[y==0,][1:m,] <- xout[1:m,] + 10;          # class 0
yout <- y                                      # wrong classification for vertical outliers

# }
# NOT RUN {
fit2 <- enetLTS(xout,yout,family="binomial",alphas=0.5,lambdas=0.05,plot=FALSE)
fitted(fit2)
fitted(fit2,vers="raw")
fitted(fit2,vers="both",type="class")
fitted(fit2,vers="both")
fitted(fit2,vers="reweighted",type="class")
# }
Documentation reproduced from package enetLTS, version 0.1.0, License: GPL (>= 3)

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