pgam (version 0.4.1)

fitted.pgam: Fitted values extraction

Description

Method for fitted values extraction.

Usage

## S3 method for class 'pgam':
fitted(object, ...)

Arguments

object

object of class pgam holding the fitted model

...

further arguments passed to method

Value

• Vector of predicted values of the model fitted.

Details

Actually, the fitted values are worked out by the function predict.pgam. Thus, this method is supposed to turn fitted values extraction easier. See predict.pgam for details on one-step ahead prediction.

References

Harvey, A. C., Fernandes, C. (1989) Time series models for count data or qualitative observations. Journal of Business and Economic Statistics, 7(4):407--417

Campos, E. L., De Leon, A. C. M. P., Fernandes, C. A. C. (2003) Modelo Poisson-Gama para S�ries Temporais de Dados de Contagem - Teoria e Aplica��es. 10a ESTE - Escola de S�ries Temporais e Econometria

Junger, W. L. (2004) Modelo Poisson-Gama Semi-Param�trico: Uma Abordagem de Penaliza��o por Rugosidade. MSc Thesis. Rio de Janeiro, PUC-Rio, Departamento de Engenharia El�trica

See Also

pgam, pgam.fit, predict.pgam

Examples

library(pgam)
data(aihrio)
attach(aihrio)
form <- ITRESP5~f(WEEK)+HOLIDAYS+rain+PM+g(tmpmax,7)+g(wet,3)
m <- pgam(form,aihrio,omega=.8,beta=.01,maxit=1e2,eps=1e-4,optim.method="BFGS")

f <- fitted(m)