cglasso (version 2.0.7)

fitted: Extract Model Fitted Values

Description

The accessor function fitted extracts model fitted values from an R object inheriting class ‘cglasso’.

Usage

# S3 method for cglasso
fitted(object, lambda.id, rho.id, drop = TRUE, ...)

Value

Fitted values extracted from ‘object’ are returned.

Arguments

object

an R object inheriting class ‘cglasso’, that is, the output of the model-fitting functions cglasso or cggm.

lambda.id

a vector of integers used to specify the \(\lambda\)-values.

rho.id

a vector of integers used to specify the \(\rho\)-values.

drop

logical. Dimensions can only be dropped if their extent is one.

...

further arguments passed to or from other methods.

Author

Luigi Augugliaro ()

See Also

Model-fitting functions cglasso, cggm and the accessor functions coef.cglasso, residuals.cglasso, predict.cglasso and impute.

Examples

set.seed(123)
# Y ~ N(0, Sigma) and probability of left/right censored values equal to 0.05
n <- 1000L
p <- 3L
rho <- 0.3
Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j))
Z <- rcggm(n = n, Sigma = Sigma, probl = 0.05, probr = 0.05)
out <- cglasso(. ~ ., data = Z)
fitted(out, rho.id = 3L, drop = TRUE)

# Y ~ N(b0 + XB, Sigma)  and probability of left/right censored values equal to 0.05
n <- 1000L
p <- 3L
q <- 2
b0 <- runif(p)
B <- matrix(runif(q * p), nrow = q, ncol = p)
X <- matrix(rnorm(n * q), nrow = n, ncol = q)
rho <- 0.3
Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j))
Z <- rcggm(n = n, b0 = b0, X = X, B = B, Sigma = Sigma, probl = 0.05, probr = 0.05)
out <- cglasso(. ~ ., data = Z)
fitted(out, lambda.id = 3L, rho.id = 3L, drop = TRUE)