bamlss: fitted.bamlss – R documentation

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fitted.bamlss

BAMLSS Fitted Values

Description

Function to compute fitted values for bamlss models. The function calls predict.bamlss to compute fitted values from samples.

Usage

## S3 method for class 'bamlss'
fitted(object, model = NULL, term = NULL,
  type = c("link", "parameter"), samples = TRUE,
  FUN = c95, nsamps = NULL, ...)

Arguments

`object`	An object of class `"bamlss"`
`model`	Character or integer, specifies the model for which fitted values should be computed.
`term`	Character or integer, specifies the model terms for which fitted values are required. Note that if `samples = TRUE`, e.g., `term = c("s(x1)", "x2")` will compute the combined fitted values `s(x1) + x2`.
`type`	If `type = "link"` the predictor of the corresponding `model` is returned. If `type = "parameter"` fitted values on the distributional parameter scale are returned.
`samples`	Should fitted values be computed using samples of parameters or estimated parameters as returned from optimizer functions (e.g., function `bfit` returns `"fitted.values"`). The former results in a call to `predict.bamlss`, the latter simply extracts the `"fitted.values"` of the `bamlss` object and is not model term specific.
`FUN`	A function that should be applied on the samples of predictors or parameters, depending on argument `type`.
`nsamps`	If the fitted `bamlss` object contains samples of parameters, computing fitted values may take quite some time. Therefore, to get a first feeling it can be useful to compute fitted values only based on `nsamps` samples, i.e., `nsamps` specifies the number of samples which are extracted on equidistant intervals.
`...`	Arguments passed to function `predict.bamlss`.

Value

Depending on arguments model, FUN and the structure of the bamlss model, a list of fitted values or simple vectors or matrices of fitted values.

Examples

## Not run: ## Generate some data.
d <- GAMart()

## Model formula.
f <- list(
  num ~ s(x1) + s(x2) + s(x3) + te(lon,lat),
  sigma ~ s(x1) + s(x2) + s(x3) + te(lon,lat)
)

## Estimate model.
b <- bamlss(f, data = d)

## Fitted values returned from optimizer.
f1 <- fitted(b, model = "mu", samples = FALSE)

## Fitted values returned from sampler.
f2 <- fitted(b, model = "mu", samples = TRUE, FUN = mean)

plot(f1, f2)

## End(Not run)

bamlss

Bayesian Additive Models for Location, Scale, and Shape (and Beyond)

v1.1-3

GPL-2 | GPL-3

Authors

Nikolaus Umlauf [aut, cre] (<https://orcid.org/0000-0003-2160-9803>), Nadja Klein [aut] (<https://orcid.org/0000-0002-5072-5347>), Achim Zeileis [aut] (<https://orcid.org/0000-0003-0918-3766>), Meike Koehler [ctb], Thorsten Simon [aut] (<https://orcid.org/0000-0002-3778-7738>), Stanislaus Stadlmann [ctb]

Initial release

2021-01-25