`proj_linpred`

extracts draws of the linear predictor and
`proj_predict`

draws from the predictive distribution of the projected
submodel or submodels. If the projection has not been performed, the
functions also perform the projection.

proj_linpred(object, xnew, ynew = NULL, offsetnew = NULL,
weightsnew = NULL, nv = NULL, transform = FALSE,
integrated = FALSE, ...)
proj_predict(object, xnew, offsetnew = NULL, weightsnew = NULL,
nv = NULL, draws = NULL, seed_samp = NULL, ...)

## Arguments

object |
Either an object returned by varsel, cv_varsel
or init_refmodel, or alternatively any object that can be converted to a reference model. |

xnew |
The predictor values used in the prediction. If `vind` is
specified, then `xnew` should either be a dataframe containing column names
that correspond to `vind` or a matrix with the number and order of columns
corresponding to `vind` . If `vind` is unspecified, then `xnew` must
either be a dataframe containing all the column names as in the original data or a matrix
with the same columns at the same positions as in the original data. |

ynew |
New (test) target variables. If given, then the log predictive density
for the new observations is computed. |

offsetnew |
Offsets for the new observations. By default a vector of
zeros. |

weightsnew |
Weights for the new observations. For binomial model,
corresponds to the number trials per observation. For `proj_linpred` ,
this argument matters only if `ynew` is specified. By default a vector
of ones. |

nv |
Number of variables in the submodel (the variable combination is
taken from the variable selection information). If a vector with several values,
then results for all specified model sizes are returned. Ignored if `vind` is specified.
By default use the automatically suggested model size. |

transform |
Should the linear predictor be transformed using the
inverse-link function? Default is `FALSE` . For `proj_linpred` only. |

integrated |
If `TRUE` , the output is averaged over the
parameters. Default is `FALSE` . For `proj_linpred` only. |

... |
Additional argument passed to project if `object`
is an object returned by varsel or cv_varsel. |

draws |
Number of draws to return from the predictive distribution of
the projection. The default is 1000.
For `proj_predict` only. |

seed_samp |
An optional seed to use for drawing from the projection.
For `proj_predict` only. |

## Value

If the prediction is done for one submodel only (`nv`

has length one
or `vind`

is specified) and ynew is unspecified, a matrix or vector of
predictions (depending on the value of `integrated`

). If `ynew`

is specified,
returns a list with elements pred (predictions) and lpd (log predictive densities).
If the predictions are done for several submodel sizes, returns a list with one element
for each submodel.

## Examples

### Usage with stanreg objects
fit <- stan_glm(y~x, binomial())

#> Error in stan_glm(y ~ x, binomial()): could not find function "stan_glm"

#> Error in get_refmodel(object, ...): object 'fit' not found

# compute predictions with 4 variables at the training points
pred <- proj_linpred(vs, xnew=x, nv = 4)

#> Error in nrow(xnew): object 'x' not found

pred <- proj_predict(vs, xnew=x, nv = 4)

#> Error in nrow(xnew): object 'x' not found