kernlab (version 0.9-24)

predict.kqr: Predict method for kernel Quantile Regression object

Description

Prediction of test data for kernel quantile regression

Usage

"predict"(object, newdata)

Arguments

object
an S4 object of class kqr created by the kqr function
newdata
a data frame, matrix, or kernelMatrix containing new data

Value

kqr model in a vector of length equal to the the rows of newdata.

Examples

Run this code
# create data
x <- sort(runif(300))
y <- sin(pi*x) + rnorm(300,0,sd=exp(sin(2*pi*x)))

# first calculate the median
qrm <- kqr(x, y, tau = 0.5, C=0.15)

# predict and plot
plot(x, y)
ytest <- predict(qrm, x)
lines(x, ytest, col="blue")

# calculate 0.9 quantile
qrm <- kqr(x, y, tau = 0.9, kernel = "rbfdot",
           kpar= list(sigma=10), C=0.15)
ytest <- predict(qrm, x)
lines(x, ytest, col="red")

Run the code above in your browser using DataCamp Workspace