predict.LR {LorenzRegression}R Documentation

Prediction and fitted values for the Lorenz regression

Description

prediction provides predictions for an object of class "LR", while fitted extracts the fitted values.

Usage

## S3 method for class 'LR'
predict(object, newdata, type = c("index", "response"), ...)

## S3 method for class 'LR'
fitted(object, type = c("index", "response"), ...)

Arguments

object

An object of class "LR".

newdata

An optional data frame in which to look for variables with which to predict. If omitted, the original data are used.

type

A character string indicating the type of prediction or fitted values. Possible values are "response" and "index" (the default). In the first case, the prediction estimates the conditional expectation of the response given the covariates. In the second case, the prediction estimates only the index of the single-index model.

...

Additional arguments passed to the function Rearrangement.estimation.

Details

If type="response", the link function of the single-index model must be estimated. This is done via the function Rearrangement.estimation.

Value

A vector of predictions for predict, or a vector of fitted values for fitted.

See Also

Lorenz.Reg, Rearrangement.estimation

Examples

## For examples see example(Lorenz.Reg) and example(Lorenz.boot)


[Package LorenzRegression version 2.1.0 Index]