fitted.pgam {pgam}R Documentation

Fitted values extraction

Description

Method for fitted values extraction.

Usage

## S3 method for class 'pgam':
fitted(object, ...)

Arguments

object object of class pgam holding the fitted model
... further arguments passed to method

Details

Actually, the fitted values are worked out by the function predict.pgam. Thus, this method is supposed to turn fitted values extraction easier. See predict.pgam for details on one-step ahead prediction.

Value

Vector of predicted values of the model fitted.

Author(s)

Washington Leite Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br

References

Harvey, A. C., Fernandes, C. (1989) Time series models for count data or qualitative observations. Journal of Business and Economic Statistics, 7(4):407–417

Junger, W. L. (2004) Modelo Poisson-Gama Semi-Parametrico: Uma Abordagem de Penalizacao por Rugosidade. MSc Thesis. Rio de Janeiro, PUC-Rio, Departamento de Engenharia Eletrica

See Also

pgam, pgam.fit, predict.pgam

Examples

library(pgam)
data(aihrio)
attach(aihrio)
form <- ITRESP5~f(WEEK)+HOLIDAYS+rain+PM+g(tmpmax,7)+g(wet,3)
m <- pgam(form,aihrio,omega=.8,beta=.01,maxit=1e2,eps=1e-4,optim.method="BFGS")

f <- fitted(m)


[Package pgam version 0.4.8 Index]