CopulaGAMM (version 0.7.4)

predictCopulaGAMM: Conditional expectation for a copula-based estimation of mixed regression models for continuous or discrete response

Description

Compute the conditional expectation of a copula-based 2-level hierarchical model for disctrete response.

Usage

predictCopulaGAMM(object, newdata, m = 100)

Value

mest

Conditional expectations (conditional probabilities for the multinomial case

Arguments

object

Object of class ``CopulaGAMM`` generated by EstCopulaGAMM.

newdata

List of variables for be predicted (``clu`` for clusters, ``xc`` for the copula covariates, and ``xm`` for the margins covariates). The covariates can be NULL.

m

Number of points for the numerical integration in the discrete case (default is 100).

Author

Pavel Krupskii and Bruno N. Remillard, January 20, 2023

References

Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models

Examples

data(out.poisson)
newdata = list(clu=c(1:50),xc=rep(0.2,50),xm=rep(0.5,50))
pred= predictCopulaGAMM(out.poisson,newdata,m=100)