predict.crch
Predicted/Fitted Values for CRCH Fits
Obtains various types of predictions for crch models.
- Keywords
- regression
Usage
# S3 method for crch
predict(object, newdata = NULL, type = c("location", "scale",
"response", "parameter", "density", "probability", "quantile", "crps"),
na.action = na.pass, at = 0.5, left = NULL, right = NULL, …)Arguments
- object
an object of class
"crch".- newdata
an optional data frame in which to look for variables with which to predict.
- type
type of prediction:
"location"returns the location of the predicted distribution."scale"returns the scale of the predicted distribution."response"returns the expected value of the predicted distribution (not equal to location for censored and truncated distributions)."parameter"returns a data frame with predicted location and scale parameters."density"evaluates the predictive density atat."probability"evaluates the predictive CDF atat."quantile"returns a matrix of predicted quantiles with quantile probabilitiesat."crps"returns the CRPS of the predictive distributions atat.- na.action
a function which indicates what should happen when the data contain
NAs. Default is na.pass- at
a vector of values to evaluate the predictive density (
type = "density"), probability (type = "probability"), or CRPS (type = "crps") or a vector of quantile probabilities used fortype = "quantile". Alternatively, withat = "function"a function is returned that takesatas an argument.- left
left censoring or truncation point. Only used for
type = "quantile". If NULL, censoring or truncation point is obtained fromobject.- right
right censoring or truncation point. Only used for
type = "quantile". If NULL, censoring or truncation point is obtained fromobject.- …
further arguments passed to or from other methods.
Value
For type "response", "location", or "scale" a vector with
either the location or the scale of the predicted distribution.
For type "quantile" a matrix of predicted quantiles each column
corresponding to an element of at.