crch (version 1.0-4)

predict.crch.boost: Predicted/Fitted Values for boosted CRCH Fits

Description

Obtains various types of predictions for crch.boost models.

Usage

# S3 method for crch.boost
predict(object, newdata = NULL, mstop = NULL, …)

Arguments

object

an object of class "crch.boost".

newdata

an optional data frame in which to look for variables with which to predict.

mstop

stopping iteration. Can be either a character ("max", "aic", "bic", "cv") or a numeric value. If not NULL, newdata has to be supplied.

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.

See Also

crch.boost,predict.crch