Perform estimation or prediction under the reduced rank envelope model.
Arguments
- m
A list containing estimators and other statistics inherited from eenvlp.
- Xnew
The value of X with which to estimate or predict Y. A p dimensional vector or an n by p matrix.
Details
This function evaluates the reduced rank envelope model at new value Xnew. It can perform estimation: find the fitted value when X = Xnew, or prediction: predict Y when X = Xnew. The covariance matrix and the standard errors are also provided.
Value
- value
The fitted value or the predicted value evaluated at Xnew.
Examples
data(cereal)
m <- eenvlp(cereal$x[-1,], cereal$y[-1,], u=1, lamb=1e-07)
pred <- pred_eenvlp(m, cereal$x[1,])
pred
#> [,1] [,2]
#> [1,] -1.0287 1.350548