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FVDDPpkg (version 0.1.2)

predictive.struct: Use the predictive structure of the FVDDP to sequentially draw values adn update

Description

Use the predictive structure of the FVDDP to sequentially draw values adn update

Usage

predictive.struct(fvddp, N)

Value

A vector of length N of values obtained using the predictive structure. Precisely, after that any observation is drawn (either from the centering measure or from past observations) the input fvddp is modified as if the function update() is called, with the new value as second argument.

Arguments

fvddp

The instance of class fvddp the values are drawn from.

N

The amount of values to draw.

References

AscolaniLijoiRuggiero2021FVDDPpkg

Examples

Run this code
#create a dumy process and expoit the predictive structure
FVDDP = initialize(7, function(x) rbeta(x, 3,3),
                   function(x) dgamma(x, 3,3), FALSE)
FVDDP = update(FVDDP, rep(0:1, 2))
predictive.struct(fvddp = FVDDP, N = 100)

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