1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
|
\name{fitted-methods}
\docType{methods}
\alias{fitted-methods}
\alias{fitted,ANY-method}
\alias{fitted,fREG-method}
\title{Extract Regression Model Fitted Values}
\description{
Extracts fitted values from a fitted regression model.
}
\section{Methods}{
\describe{
\item{object = "ANY"}{
Generic function
}
\item{object = "fREG"}{
Extractor function for fitted values.
}
}
}
\note{
\code{fitted} is a generic function which extracts fitted values
from objects returned by modeling functions, here the \code{regFit}
and \code{gregFit} parameter estimation functions.
The class of the fitted values is the same as the class of the
data input to the function \code{regFit} or \code{gregFit}. In
contrast the slot \code{fitted} returns a numeric vector.
}
\author{
Diethelm Wuertz for the Rmetrics \R-port.
}
\examples{
## regSim -
x.df = regSim(model = "LM3", n = 50)
## regFit -
# Use data.frame input:
fit = regFit(Y ~ X1 + X2 + X3, data = x.df, use = "lm")
## fitted -
val = slot(fit, "fitted")
head(val)
class(val)
val = fitted(fit)
head(val)
class(val)
## regFit -
# Convert to dummy timeSeries Object:
library(timeSeries)
x.tS = as.timeSeries(x.df)
fit = regFit(Y ~ X1 + X2 + X3, data = x.tS, use = "lm")
## fitted -
val = slot(fit, "fitted")
head(val)
class(val)
val = fitted(fit)
head(val)
class(val)
}
\keyword{models}
|
