glmSTARMA (version 1.0.0)

fitted.glmstarma: Fitted values for glmstarma Models

Description

Compute fitted values for glmstarma and dglmstarma models.

Usage

# S3 method for glmstarma
fitted(object, drop_init = TRUE)
# S3 method for dglmstarma
fitted(object, return_value = c("mean", "dispersion"), drop_init = TRUE)

Value

A matrix of fitted values.

Arguments

object

A glmstarma or dglmstarma object.

drop_init

Logical; if TRUE, initial first max_time_lag columns of fitted values are dropped.

return_value

Character; return fitted values of the mean model ("mean") or the dispersion model ("dispersion").

See Also

fitted, glmstarma, dglmstarma

Examples

# \donttest{
dat <- load_data("chickenpox", directory = tempdir())
chickenpox <- dat$chickenpox
population_hungary <- dat$population_hungary
W_hungary <- dat$W_hungary

model_autoregressive <- list(past_obs = rep(1, 7))
fit <- glmstarma(chickenpox, model_autoregressive, W_hungary, family = vpoisson("log"),
                 covariates = list(population = population_hungary))
fitted.values(fit)

mean_model <- list(past_obs = rep(1, 7))
dispersion_model <- list(past_obs = 1)
fit2 <- dglmstarma(chickenpox, mean_model, dispersion_model, mean_family = vquasipoisson("log"),
                   dispersion_link = "log",
                   wlist = W_hungary, 
                   mean_covariates = list(population = population_hungary))
fitted.values(fit2)
fitted.values(fit2, return_value = "dispersion")
# }