Obtains various types of predictions for crch models.
# 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, ...)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.
an object of class "crch".
an optional data frame in which to look for variables with which to predict.
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 at at.
"probability" evaluates the predictive CDF at at.
"quantile" returns a matrix of predicted quantiles with quantile
probabilities at.
"crps" returns the CRPS of the predictive distributions at at.
a function which indicates what should happen when the data
contain NAs. Default is na.pass
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 for type =
"quantile".
Alternatively, with at = "function" a function is returned that
takes at as an argument.
left censoring or truncation point. Only used for type = "quantile".
If NULL, censoring or truncation point is obtained from object.
right censoring or truncation point. Only used for type = "quantile".
If NULL, censoring or truncation point is obtained from object.
further arguments passed to or from other methods.
crch