mixedsde (version 1.0)

pred,Freq.fit-method: Prediction method for the Freq.fit class object

Description

Frequentist prediction

Usage

"pred"(x, invariant = 0, level = 0.05, newwindow = FALSE, plot.pred = TRUE, ...)

Arguments

x

Freq.fit class

invariant

1 if the initial value is from the invariant distribution, default X0 is fixed from Xtrue

level

alpha for the predicion intervals, default 0.05

newwindow

logical(1), if TRUE, a new window is opened for the plot

plot.pred

logical(1), if TRUE, the results are depicted grafically

...

optional plot parameters

References

Dion, C., Hermann, S. and Samson, A. (2016). Mixedsde: an R package to fit mixed stochastic differential equations.