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srp (version 1.2.0)

predict.srp.l: The Smooth-Rough Partition model prediction

Description

This function performs the predictions from the results of Smooth-Rough Partition fitting.

Usage

# S3 method for srp.l
predict(object, x, ...)

Arguments

object

An object of class 'srp.l', returned by srp.l.

x

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.

Value

yhat

The vector of predicted values.

Details

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.

See Also

sic.l, srp.l