Computes the one-step-ahead predictive distribution for a fitted Gaussian copula time series model, including summary statistics (mean, median, mode, variance) and optional scoring rules (CRPS and LOGS) if an observed value is supplied.
# S3 method for gctsc
predict(object, ..., method = "GHK",
y_obs = NULL, X_test = NULL)Predictive mean of \(Y_{t+1}\).
Predictive median of \(Y_{t+1}\).
Predictive mode of \(Y_{t+1}\).
Predictive variance of \(Y_{t+1}\).
Continuous Ranked Probability Score (if y_obs is provided).
Logarithmic score (if y_obs is provided).
Predictive pmf over \((0,\dots,y_{\max})\).
95\(\%\) predictive interval bounds.
A fitted model object of class gctsc.
Not used. Included for S3 method consistency.
Character string specifying the prediction method:
"TMET" or "GHK" (default: "GHK").
Optional observed value used to compute CRPS and LOGS.
Optional covariate information for prediction. Can be a named numeric vector, or a 1-row matrix/data.frame with column names matching the model covariates.
gctsc, arma.cormat