Prediction for Function-on Scalar Regression with variable selection
Given a "fosr.vs
" object and new data, produces fitted values.
## S3 method for class 'fosr.vs' predict(object, newdata = NULL, ...)
object |
an object of class " |
newdata |
a data frame that contains the values of the model covariates at which predictors are required. |
... |
additional arguments. |
fitted values.
Yakuan Chen yc2641@cumc.columbia.edu
## Not run: I = 100 p = 20 D = 50 grid = seq(0, 1, length = D) beta.true = matrix(0, p, D) beta.true[1,] = sin(2*grid*pi) beta.true[2,] = cos(2*grid*pi) beta.true[3,] = 2 psi.true = matrix(NA, 2, D) psi.true[1,] = sin(4*grid*pi) psi.true[2,] = cos(4*grid*pi) lambda = c(3,1) set.seed(100) X = matrix(rnorm(I*p), I, p) C = cbind(rnorm(I, mean = 0, sd = lambda[1]), rnorm(I, mean = 0, sd = lambda[2])) fixef = X%*%beta.true pcaef = C %*% psi.true error = matrix(rnorm(I*D), I, D) Yi.true = fixef Yi.pca = fixef + pcaef Yi.obs = fixef + pcaef + error data = as.data.frame(X) data$Y = Yi.obs fit.mcp = fosr.vs(Y~., data = data[1:80,], method="grMCP") predicted.value = predict(fit.mcp, data[81:100,]) ## End(Not run)
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