This function performs the predictions from the results of Smooth-Rough Partition fitting.
# S3 method for srp.l
predict(object, x, ...)
An object of class 'srp.l', returned by srp.l
.
A new matrix you wish to fit Smooth-Rough Partition model. The dimension of row is the number of covariates.
Further parameters that can be passed to predict.srp.l
.
The vector of predicted values.
The Smooth-Rough Partition model is described in "Regularised forecasting via smooth-rough partitioning of the regression coefficients", H. Maeng and P. Fryzlewicz (2018), preprint.