# Predicts for "bigssp" Objects Get fitted values and standard error estimates for smoothing splines with parametric effects. ```r ## S3 method for class 'bigssp' predict(object,newdata=NULL,se.fit=FALSE,include=object$tnames, effect=c("all","0","lin","non"),includeint=FALSE, design=FALSE,smoothMatrix=FALSE,intercept=NULL,...) ``` ## Arguments - `object`: Object of class "bigssp", which is output from `bigssp`. - `newdata`: Data frame or list containing the new data points for prediction. Variable names must match those used in the `formula` input of `bigssp`. See Details and Example. Default of `newdata=NULL` uses original data in `object` input. - `se.fit`: Logical indicating whether the standard errors of the fitted values should be estimated. Default is `se.fit=FALSE`. - `include`: Which terms to include in the estimate. You can get fitted values for any combination of terms in the `tnames` element of an "bigssp" object. - `effect`: Which effect to estimate: `effect="all"` gives $\hat{y}$ for given terms in `include`, `effect="lin"` gives linear portion of $\hat{y}$ for given terms in `include`, and `effect="non"` gives nonlinear portion of $\hat{y}$ for given terms in `include`. Use `effect="0"` to return the intercept. - `includeint`: Logical indicating whether the intercept should be included in the prediction. If `include=object$tnames` and `effect="all"` (default), then this input is ignored and the intercept is automatically included in the prediction. - `design`: Logical indicating whether the design matrix should be returned. - `smoothMatrix`: Logical indicating whether the smoothing matrix should be returned. - `intercept`: Logical indicating whether the intercept should be included in the prediction. When used, this input overrides the `includeint` input. - ``...``: Ignored. ## Returns If `se.fit=FALSE`, `design=FALSE`, and `smoothMatrix=FALSE`, returns vector of fitted values. Otherwise returns list with elements: - **fit**: Vector of fitted values - **se.fit**: Vector of standard errors of fitted values (if `se.fit=TRUE`) - **X**: Design matrix used to create fitted values (if `design=TRUE`) - **ix**: Index vector such that `fit=X%*%object$modelspec$coef[ix]` (if `design=TRUE`) - **S**: Smoothing matrix corresponding to fitted values (if `smoothMatrix=TRUE`) ## References Gu, C. (2013). **Smoothing spline ANOVA models, 2nd edition**. New York: Springer. Gu, C. and Wahba, G. (1991). Minimizing GCV/GML scores with multiple smoothing parameters via the Newton method. **SIAM Journal on Scientific and Statistical Computing, 12**, 383-398. Helwig, N. E. (2013). **Fast and stable smoothing spline analysis of variance models for large samples with applications to electroencephalography data analysis**. Unpublished doctoral dissertation. University of Illinois at Urbana-Champaign. Helwig, N. E. (2016). Efficient estimation of variance components in nonparametric mixed-effects models with large samples. **Statistics and Computing, 26**, 1319-1336. Helwig, N. E. (2017). [Regression with ordered predictors via ordinal smoothing splines](http://dx.doi.org/10.3389/fams.2017.00015). Frontiers in Applied Mathematics and Statistics, 3(15), 1-13. Helwig, N. E. and Ma, P. (2015). Fast and stable multiple smoothing parameter selection in smoothing spline analysis of variance models with large samples. **Journal of Computational and Graphical Statistics, 24**, 715-732. Helwig, N. E. and Ma, P. (2016). Smoothing spline ANOVA for super-large samples: Scalable computation via rounding parameters. **Statistics and Its Interface, 9**, 433-444. ## Author(s) Nathaniel E. Helwig ## Details Uses the coefficient and smoothing parameter estimates from a fit smoothing spline with parametric effects (estimated by `bigssp`) to predict for new data. ## Examples ```r ########## EXAMPLE 1 ########## # define univariate function and data set.seed(773) myfun <- function(x){ 2 + x + sin(2*pi*x) } x <- runif(500) y <- myfun(x) + rnorm(500) # fit cubic spline model cubmod <- bigssp(y~x,type="cub",nknots=30) crossprod( predict(cubmod) - myfun(x) )/500 # define new data for prediction newdata <- data.frame(x=seq(0,1,length.out=100)) # get fitted values and standard errors for new data yc <- predict(cubmod,newdata,se.fit=TRUE) # plot results with 95% Bayesian confidence interval plot(newdata$x,yc$fit,type="l") lines(newdata$x,yc$fit+qnorm(.975)*yc$se.fit,lty=3) lines(newdata$x,yc$fit-qnorm(.975)*yc$se.fit,lty=3) # predict constant, linear, and nonlinear effects yc0 <- predict(cubmod,newdata,se.fit=TRUE,effect="0") ycl <- predict(cubmod,newdata,se.fit=TRUE,effect="lin") ycn <- predict(cubmod,newdata,se.fit=TRUE,effect="non") sum( yc$fit - (yc0$fit + ycl$fit + ycn$fit) ) # plot results with 95% Bayesian confidence intervals par(mfrow=c(1,2)) plot(newdata$x,ycl$fit,type="l",main="Linear effect") lines(newdata$x,ycl$fit+qnorm(.975)*ycl$se.fit,lty=3) lines(newdata$x,ycl$fit-qnorm(.975)*ycl$se.fit,lty=3) plot(newdata$x,ycn$fit,type="l",main="Nonlinear effect") lines(newdata$x,ycn$fit+qnorm(.975)*ycn$se.fit,lty=3) lines(newdata$x,ycn$fit-qnorm(.975)*ycn$se.fit,lty=3) ########## EXAMPLE 2 ########## # define bivariate function and data set.seed(773) myfun <- function(x){ 2 + x[,1]/10 - x[,2]/5 + 2*sin(sqrt(x[,1]^2+x[,2]^2+.1))/sqrt(x[,1]^2+x[,2]^2+.1) } x <- cbind(runif(500),runif(500))*16 - 8 y <- myfun(x)+rnorm(500) # bidimensional thin-plate spline with 50 knots tpsmod <- bigssp(y~x,type="tps",nknots=50) crossprod( predict(tpsmod) - myfun(x) )/500 # define new data for prediction xnew <- as.matrix(expand.grid(seq(-8,8,length=50),seq(-8,8,length=50))) newdata <- list(x=xnew) # get fitted values for new data yp <- predict(tpsmod,newdata) # plot results imagebar(seq(-8,8,l=50),seq(-8,8,l=50),matrix(yp,50,50), xlab=expression(italic(x)[1]),ylab=expression(italic(x)[2]), zlab=expression(hat(italic(y)))) # predict linear and nonlinear effects yl <- predict(tpsmod,newdata,effect="lin") yn <- predict(tpsmod,newdata,effect="non") # plot results par(mfrow=c(1,2)) imagebar(seq(-8,8,l=50),seq(-8,8,l=50),matrix(yl,50,50), main="Linear effect",xlab=expression(italic(x)[1]), ylab=expression(italic(x)[2]),zlab=expression(hat(italic(y)))) imagebar(seq(-8,8,l=50),seq(-8,8,l=50),matrix(yn,50,50), main="Nonlinear effect",xlab=expression(italic(x)[1]), ylab=expression(italic(x)[2]),zlab=expression(hat(italic(y)))) ```

predict.bigssp function