vinereg (version 0.11.0)

predict.vinereg: Predict conditional mean and quantiles from a D-vine regression model

Description

Predict conditional mean and quantiles from a D-vine regression model

Usage

# S3 method for vinereg
predict(object, newdata, alpha = 0.5, cores = 1, ...)
# S3 method for vinereg
fitted(object, alpha = 0.5, ...)

Value

A data.frame of quantiles where each column corresponds to one value of alpha.

Arguments

object

an object of class vinereg.

newdata

matrix of covariate values for which to predict the quantile.

alpha

vector of quantile levels; NA predicts the mean based on an average of the 1:10 / 11-quantiles.

cores

integer; the number of cores to use for computations.

...

unused.

See Also

vinereg

Examples

# simulate data
x <- matrix(rnorm(100), 50, 2)
y <- x %*% c(1, -2)
dat <- data.frame(y = y, x = x, z = as.factor(rbinom(50, 2, 0.5)))

## fixed variable order (no selection)
(fit <- vinereg(y ~ ., dat, order = c("x.2", "x.1", "z.1")))

# model predictions
mu_hat <- predict(fit, newdata = dat, alpha = NA) # mean
med_hat <- predict(fit, newdata = dat, alpha = 0.5) # median

# observed vs predicted
plot(cbind(y, mu_hat))