telefit (version 1.0.3)

svcPredict: Make predictions using a fitted varying coefficient model

Description

Make predictions using a fitted varying coefficient model

Usage

svcPredict(
  fit,
  Xn = NULL,
  Zn = NULL,
  stData = NULL,
  stDataNew = NULL,
  burn = 0,
  cat.probs = c(1/3, 2/3),
  conf = 0.95
)

Arguments

fit

svcFit object containing posterior samples

Xn

[nr*nt, p] matrix of local covariates at new timepoint

Zn

[nr, nt] matrix of remote covariates at new timepoints

stData

Object with class 'stData' containing data needed to fit this model. The data is used to compute empirical quantiles for making categorical predictions.

stDataNew

object of class stData that includes information needed for making forecasts.

burn

number of posterior samples to burn from fit

cat.probs

vector of probabilities for also returning categorical predictions from the posterior prediction samples; NULL otherwise

conf

Parameter specifying the HPD level to compute for posterior predictive samples

Examples

# NOT RUN {
library(fields)
library(mvtnorm)

set.seed(2018)

# set key parameters
dims = list(N=100, nt=3, k=2, p=2)
params = list(sigmasq=.2, rho=.3, eps=.5, nu=.5)

# generate parameters and data
coords = matrix( runif(2 * dims$N), ncol = 2 )
X = matrix( rnorm(dims$p * dims$N * dims$nt), ncol = dims$p )
beta = c(-1, .5)
z = matrix( rnorm(dims$k * dims$nt), ncol = dims$nt)
H = maternCov(rdist.earth(coords), scale = params$sigmasq, range = params$rho,
              smoothness = params$nu, nugget = params$sigmasq * params$eps)
Hinv = solve(H)
Tm = matrix(c(.5,.2, .2, .5), ncol=2)/2
theta = kronSamp(Hinv, Tm)


# generate response
xb = X %*% beta
zt = as.numeric(apply(z, 2, function(d) { 
  kronecker(diag(dims$N), t(d)) %*% theta }))
w = kronSamp(diag(dims$nt), H)
y =  xb + zt + w


# fit model
it = 100
priors = list(
  T = list(Psi = .1*diag(dims$k), nu = dims$k),
  beta = list(Linv = diag(dims$p) * 1e-2),
  sigmasq = list(a=2, b=1),
  rho = list(L=0, U=1),
  cov = list(nu=.5)
)

fit = svcFit(y=y, X=X, z=z, coords=coords, priors=priors, nSamples=it)


#
# predict at new timepoints
#

# generate parameters and data
nt0 = 3
Xn = matrix( rnorm(dims$p * dims$N * nt0), ncol = dims$p )
zn = matrix( rnorm(dims$k * nt0), ncol = nt0)

# generate response
xbn = Xn %*% beta
ztn = as.numeric(apply(zn, 2, function(d) { 
  kronecker(diag(dims$N), t(d)) %*% theta }))
wn = kronSamp(diag(nt0), H)
yn =  xbn + ztn + wn

# predict responses
pred = svcPredict(fit, Xn, zn, burn = 50)

# }