Predict new observations of the scalar response variable and calculate the corresponding prediction error, with prediction interval limits, given new observations of functional covariates and a fitted scalar-on-function linear regression model

predict_sof_pc(
  object,
  y_new = NULL,
  mfdobj_x_new = NULL,
  alpha = 0.05,
  newdata
)

Arguments

object

A list obtained as output from sof_pc, i.e. a fitted scalar-on-function linear regression model.

y_new

A numeric vector containing the new observations of the scalar response variable to be predicted.

mfdobj_x_new

An object of class mfd containing new observations of the functional covariates. If NULL, it is set as the functional covariates data used for model fitting.

alpha

A numeric value indicating the Type I error for the regression control chart and such that this function returns the 1-alpha prediction interval on the response. Default is 0.05.

newdata

Deprecated, use mfdobj_x_new argument.

Value

A data.frame with as many rows as the number of functional replications in newdata, with the following columns:

* fit: the predictions of the response variable corresponding to new_data,

* lwr: lower limit of the 1-alpha prediction interval on the response, based on the assumption that it is normally distributed.

* upr: upper limit of the 1-alpha prediction interval on the response, based on the assumption that it is normally distributed.

* res: the residuals obtained as the values of y_new minus their fitted values. If the scalar-on-function model has been fitted with type_residual == "studentized", then the studentized residuals are calculated.

Examples

library(funcharts)
data("air")
air <- lapply(air, function(x) x[1:10, , drop = FALSE])
fun_covariates <- c("CO", "temperature")
mfdobj_x <- get_mfd_list(air[fun_covariates], lambda = 1e-2)
y <- rowMeans(air$NO2)
mod <- sof_pc(y, mfdobj_x)
predict_sof_pc(mod)
#>         fit      lwr      upr      pred_err        y
#> 1  7.328329 7.238309 7.418348 -0.0183013627 7.310027
#> 2  7.363446 7.270688 7.456204  0.0120441880 7.375490
#> 3  7.388644 7.305105 7.472182 -0.0204670518 7.368177
#> 4  7.359027 7.263627 7.454426  0.0143399689 7.373367
#> 5  7.519710 7.427195 7.612224  0.0052219043 7.524931
#> 6  7.453269 7.375114 7.531425 -0.0099885559 7.443281
#> 7  7.442536 7.358799 7.526274 -0.0005674598 7.441969
#> 8  7.446190 7.370298 7.522082 -0.0194755345 7.426714
#> 9  7.404424 7.326028 7.482819  0.0447843608 7.449208
#> 10 7.384681 7.304250 7.465112 -0.0075904572 7.377091