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pgam (version 0.4.17)

fitted.pgam: Fitted values extraction

Description

Method for fitted values extraction.

Usage

# S3 method for pgam
fitted(object, ...)

Value

Vector of predicted values of the model fitted.

Arguments

object

object of class pgam holding the fitted model

...

further arguments passed to method

Author

Washington Leite Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br

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

Junger, W. L. (2004) Semiparametric Poisson-Gamma models: a roughness penalty approach. MSc Dissertation. Rio de Janeiro, PUC-Rio, Department of Electrical Engineering.

See Also

pgam, pgam.fit, predict.pgam

Examples

Run this code
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)

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