predprecWB simulates from the posterior predictive distribution
of the model-implied precision matrix and its determinant
using the Woodbury matrix identity and the matrix determinant lemma
predprecWB(x, ahead = 1, each = 1)List containing two elements:
Array containing the draws of the predicted precision matrix.
Matrix containing the draws of the determinant of the predicted precision matrix.
Object of class 'fsvdraws', usually resulting from a call
to fsvsample.
Vector of timepoints, indicating how many steps to predict ahead.
Single integer (or coercible to such) indicating how often should be drawn from the posterior predictive distribution for each draw that has been stored during MCMC sampling.
Usually used for evaluating the predictive likelihood when many
series but few factors are used, see
predloglik and predloglikWB.
Other predictors:
predcond(),
predcor(),
predcov(),
predh(),
predloglikWB(),
predloglik()