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For a VCMM with varying coefficients \(\beta_k(t), k = 1, ..., K\), this function evaluates \(\hat\beta_k(t)\) at any vector of t_new values, using the same B-spline basis the fit was built on. Useful for diagnostic plots, predictions, and reporting; the Day-13 plot method uses it internally.

Usage

varying_coef(object, t_new, k = NULL, se.fit = FALSE, ...)

Arguments

object

A vcmm_fit object.

t_new

Numeric vector at which to evaluate. Same scale as the original t; the package's normalisation is applied internally.

k

Integer vector of which varying coefficients to evaluate (1-based). Default NULL = all K.

se.fit

Logical. If TRUE, also returns pointwise standard errors.

...

Unused.

Value

Either a numeric matrix (length(t_new) by length(k), default), or a list with components fit and se.fit when se.fit = TRUE.

Details

The constant intercept \(\hat\beta_0\) is not returned (it does not vary in t); use fixef(fit)\$intercept for that.

Pointwise standard errors are available via se.fit = TRUE, computed as $$ \mathrm{SE}(\hat\beta_k(t)) = \sqrt{B(t)^\top \widehat{\mathrm{Var}}(\beta_{(k)})\, B(t)} $$ where \(\beta_{(k)}\) is the basis-coefficient sub-vector for coefficient \(k\) and the covariance comes from vcov(object, which = "beta").